-2.8%
RGTI vs AFRM
-3.9%
+1.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.4% |
| 7D | -18.1% | -4.4% | -13.7% | -16.7% |
| 30D | -17.6% | -7.7% | -10.0% | -14.9% |
| 3M | -48.3% | -16.9% | -31.5% | -44.7% |
| 6M | -47.8% | +2.5% | -50.2% | -48.4% |
| YTD | -56.6% | -12.5% | -44.0% | -54.7% |
| 1Y | -61.8% | -11.0% | -50.8% | -60.4% |
| 3Y | +807.5% | +184.6% | +623.0% | +486.9% |
| 5Y | -8.8% | -56.3% | +47.5% | -43.5% |
| All | -2.8% | -3.9% | +1.0% | -40.1% |
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