+2.0%
RDW vs AFRM
-31.0%
+33.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.4% | -3.8% |
| 7D | +0.9% | -1.3% | +2.1% | +1.2% |
| 30D | -21.3% | -2.7% | -18.6% | -21.0% |
| 3M | -37.9% | +7.4% | -45.3% | -39.7% |
| 6M | +12.3% | +40.7% | -28.4% | +1.6% |
| YTD | +39.7% | -4.0% | +43.8% | +41.0% |
| 1Y | +25.7% | -12.2% | +37.9% | +29.6% |
| 3Y | +230.8% | +203.1% | +27.7% | +129.9% |
| 5Y | -8.8% | -42.2% | +33.5% | -36.3% |
| All | +2.0% | -31.0% | +33.0% | -28.1% |
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