-37.7%
RBLX vs AFRM
-12.5%
-25.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +7.0% | +5.2% |
| 7D | +12.4% | -7.0% | +19.4% | +14.7% |
| 30D | +19.7% | -7.8% | +27.5% | +22.3% |
| 3M | -0.1% | +5.3% | -5.4% | -1.8% |
| 6M | -35.7% | +42.6% | -78.4% | -43.2% |
| YTD | -46.6% | -2.8% | -43.8% | -47.2% |
| 1Y | -66.6% | -19.3% | -47.3% | -65.5% |
| 3Y | +52.3% | +231.0% | -178.7% | -21.1% |
| 5Y | -47.7% | -22.2% | -25.5% | -69.0% |
| All | -37.7% | -12.5% | -25.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling