+24.7%
RCL vs AFRM
-13.2%
+37.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.1% |
| 7D | -0.2% | -5.5% | +5.3% | +1.2% |
| 30D | +14.4% | -15.5% | +29.9% | +19.3% |
| 3M | +5.2% | -10.3% | +15.5% | +7.6% |
| 6M | +26.1% | +0.6% | +25.5% | +24.5% |
| YTD | +17.4% | -11.5% | +28.9% | +13.3% |
| 1Y | +24.7% | -16.6% | +41.3% | +25.3% |
| All | +24.7% | -13.2% | +37.9% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling