+59.4%
RIG vs AFRM
-27.4%
+86.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | -12.2% | -8.4% | -3.8% | -11.3% |
| 30D | -6.0% | -18.3% | +12.3% | -3.9% |
| 3M | -9.4% | -12.7% | +3.3% | -8.4% |
| 6M | -19.1% | +3.0% | -22.1% | -20.4% |
| YTD | +25.4% | -11.4% | +36.8% | +24.4% |
| 1Y | +23.3% | -13.3% | +36.7% | +22.3% |
| 3Y | -22.1% | +194.0% | -216.1% | -37.7% |
| 5Y | +50.1% | -50.6% | +100.8% | +18.3% |
| All | +59.4% | -27.4% | +86.8% | +22.6% |
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 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