+270.4%
RCL vs AFRM
+167.0%
+103.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.6% |
| 7D | +8.5% | -8.4% | +16.9% | +10.8% |
| 30D | +20.4% | -18.3% | +38.7% | +26.2% |
| 3M | +11.0% | -12.7% | +23.7% | +14.0% |
| 6M | +24.9% | +3.0% | +21.8% | +22.7% |
| YTD | +23.9% | -11.4% | +35.3% | +24.3% |
| 1Y | +30.8% | -13.3% | +44.1% | +31.4% |
| 3Y | +270.4% | +194.0% | +76.4% | +187.3% |
| All | +270.4% | +167.0% | +103.4% | +187.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling