+175.6%
RCL vs AFRM
+232.3%
-56.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.5% |
| 7D | -5.1% | -7.0% | +1.9% | -3.6% |
| 30D | -19.0% | -7.8% | -11.2% | -17.7% |
| 3M | -9.6% | +5.3% | -14.9% | -11.1% |
| 6M | -6.7% | +42.6% | -49.3% | -14.6% |
| YTD | -3.9% | -2.8% | -1.1% | -5.3% |
| 1Y | -25.1% | -19.3% | -5.8% | -24.0% |
| All | +175.6% | +232.3% | -56.8% | +103.6% |
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 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