-10.1%
RKT vs AFRM
-25.1%
+15.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.1% |
| 7D | +17.7% | -7.3% | +25.0% | +19.7% |
| 30D | +31.6% | -9.6% | +41.2% | +34.5% |
| 3M | +13.9% | -11.1% | +25.0% | +16.7% |
| 6M | +2.8% | +3.9% | -1.1% | +1.9% |
| YTD | -22.2% | -8.5% | -13.7% | -21.2% |
| 1Y | -3.5% | +3.3% | -6.8% | -5.0% |
| 3Y | +95.3% | +213.7% | -118.5% | +36.3% |
| 5Y | -0.4% | -58.5% | +58.1% | -26.6% |
| All | -10.1% | -25.1% | +15.0% | -38.1% |
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