+5.0%
ROK vs AFRM
-11.9%
+16.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +1.7% |
| 7D | -8.5% | -10.3% | +1.8% | -6.4% |
| 30D | -6.4% | -13.7% | +7.3% | -3.8% |
| 3M | -8.8% | -11.6% | +2.7% | -7.0% |
| 6M | -10.5% | +2.1% | -12.6% | -11.7% |
| YTD | +5.4% | -8.9% | +14.3% | +5.0% |
| 1Y | +5.0% | -9.7% | +14.7% | +6.4% |
| All | +5.0% | -11.9% | +16.9% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling