+212.8%
RDDT vs AFRM
+86.3%
+126.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | -0.9% |
| 7D | +2.1% | -1.3% | +3.4% | +2.7% |
| 30D | +2.8% | -2.7% | +5.5% | +4.0% |
| 3M | -8.9% | +7.4% | -16.4% | -11.7% |
| 6M | +15.1% | +40.7% | -25.6% | -1.5% |
| YTD | -31.4% | -4.0% | -27.3% | -31.0% |
| 1Y | -39.4% | -12.2% | -27.2% | -37.3% |
| All | +212.8% | +86.3% | +126.5% | +141.3% |
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 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