+63.4%
RIG vs AFRM
-25.4%
+88.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +2.2% |
| 7D | -2.6% | -10.3% | +7.7% | -1.3% |
| 30D | -5.2% | -13.7% | +8.5% | -3.7% |
| 3M | -8.6% | -11.6% | +3.0% | -7.7% |
| 6M | -18.9% | +2.1% | -21.0% | -20.2% |
| YTD | +28.6% | -8.9% | +37.4% | +27.1% |
| 1Y | +25.5% | -9.7% | +35.2% | +23.8% |
| 3Y | -20.2% | +202.5% | -222.6% | -36.3% |
| 5Y | +53.9% | -55.3% | +109.2% | +21.3% |
| All | +63.4% | -25.4% | +88.8% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling