+65.7%
RIG vs AFRM
-21.5%
+87.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.5% |
| 7D | +0.9% | -7.0% | +7.8% | +1.8% |
| 30D | +13.8% | -7.8% | +21.6% | +14.8% |
| 3M | -6.4% | +5.3% | -11.7% | -7.7% |
| 6M | -8.2% | +42.6% | -50.8% | -13.9% |
| YTD | +41.6% | -2.8% | +44.4% | +39.3% |
| 1Y | +88.7% | -19.3% | +108.0% | +89.2% |
| 3Y | -30.9% | +231.0% | -261.8% | -47.1% |
| All | +65.7% | -21.5% | +87.2% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling