-21.3%
RIG vs AFRM
+172.4%
-193.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -17.0% | -7.5% | -9.5% | -16.3% |
| 30D | -6.2% | -15.7% | +9.5% | -4.4% |
| 3M | -1.7% | -9.6% | +7.9% | -1.0% |
| 6M | -19.2% | +6.3% | -25.5% | -21.0% |
| YTD | +25.2% | -8.6% | +33.8% | +23.9% |
| 1Y | +29.9% | -7.6% | +37.5% | +27.8% |
| 3Y | -21.3% | +173.7% | -195.0% | -40.5% |
| All | -21.3% | +172.4% | -193.8% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling