+368.4%
RCL vs AFRM
-25.1%
+393.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.8% |
| 7D | +6.5% | -7.3% | +13.8% | +8.2% |
| 30D | +15.9% | -9.6% | +25.4% | +18.2% |
| 3M | +2.7% | -11.1% | +13.7% | +4.7% |
| 6M | +15.2% | +3.9% | +11.4% | +13.4% |
| YTD | +19.2% | -8.5% | +27.7% | +19.1% |
| 1Y | +31.6% | +3.3% | +28.3% | +27.6% |
| 3Y | +274.2% | +213.7% | +60.5% | +168.9% |
| 5Y | +250.1% | -58.5% | +308.6% | +157.4% |
| All | +368.4% | -25.1% | +393.5% | +209.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling