-17.5%
RKT vs AFRM
-20.7%
+3.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +6.0% | +3.1% | +2.9% | +5.3% |
| 30D | +0.7% | -4.2% | +4.9% | +1.7% |
| 3M | +11.8% | +10.1% | +1.7% | +9.8% |
| 6M | -7.6% | +39.4% | -47.0% | -14.2% |
| YTD | -28.7% | -3.2% | -25.5% | -28.5% |
| 1Y | -32.6% | -16.1% | -16.5% | -30.9% |
| 3Y | +42.1% | +220.8% | -178.7% | -1.8% |
| 5Y | -7.2% | -17.7% | +10.5% | -36.7% |
| All | -17.5% | -20.7% | +3.2% | -43.8% |
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