+79.9%
ROK vs AFRM
-20.7%
+100.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.8% | +3.1% | -0.3% | +2.4% |
| 30D | -2.4% | -4.2% | +1.8% | -2.0% |
| 3M | -4.7% | +10.1% | -14.8% | -6.1% |
| 6M | +16.8% | +39.4% | -22.7% | +11.4% |
| YTD | +11.4% | -3.2% | +14.5% | +10.5% |
| 1Y | +26.2% | -16.1% | +42.2% | +26.5% |
| 3Y | +51.9% | +220.8% | -168.9% | +25.0% |
| 5Y | +46.4% | -17.7% | +64.0% | +18.3% |
| All | +79.9% | -20.7% | +100.6% | +43.6% |
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