+75.7%
RIG vs AFRM
-25.0%
+100.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | -0.2% |
| 7D | -8.2% | -8.0% | -0.2% | -7.3% |
| 30D | -0.2% | -9.8% | +9.6% | +0.9% |
| 3M | -2.7% | +4.7% | -7.4% | -4.0% |
| 6M | -7.5% | +34.1% | -41.6% | -12.1% |
| YTD | +38.3% | -8.4% | +46.7% | +37.1% |
| 1Y | +81.8% | -22.9% | +104.8% | +83.3% |
| 3Y | -30.2% | +203.3% | -233.5% | -44.6% |
| 5Y | +59.9% | -26.0% | +85.9% | +24.2% |
| All | +75.7% | -25.0% | +100.7% | +35.1% |
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