+80.0%
RIG vs AFRM
-20.4%
+100.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.5% |
| 7D | +0.9% | -7.0% | +7.8% | +1.7% |
| 30D | +13.8% | -7.8% | +21.6% | +14.8% |
| 3M | -6.4% | +5.3% | -11.7% | -7.6% |
| 6M | -8.2% | +42.6% | -50.8% | -13.4% |
| YTD | +41.6% | -2.8% | +44.4% | +39.5% |
| 1Y | +88.7% | -19.3% | +108.0% | +89.1% |
| 3Y | -30.9% | +231.0% | -261.8% | -45.7% |
| 5Y | +57.7% | -22.2% | +79.9% | +21.6% |
| All | +80.0% | -20.4% | +100.4% | +37.4% |
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