+63.2%
ROK vs AFRM
-25.2%
+88.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -11.5% | -7.5% | -4.0% | -10.6% |
| 30D | -10.0% | -15.7% | +5.7% | -8.2% |
| 3M | -11.4% | -9.6% | -1.9% | -10.6% |
| 6M | -13.7% | +6.3% | -20.0% | -14.8% |
| YTD | +1.0% | -8.6% | +9.6% | +0.8% |
| 1Y | +5.6% | -7.6% | +13.2% | +5.1% |
| 3Y | +59.1% | +173.7% | -114.6% | +33.9% |
| 5Y | +26.1% | -56.9% | +83.0% | +3.3% |
| All | +63.2% | -25.2% | +88.4% | +31.0% |
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 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