+61.0%
ROK vs AFRM
+192.6%
-131.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +7.1% | -4.4% | +11.5% | +7.9% |
| 30D | -5.0% | -7.7% | +2.7% | -3.6% |
| 3M | -9.4% | -16.9% | +7.5% | -6.9% |
| 6M | -11.0% | +2.5% | -13.5% | -12.1% |
| YTD | +4.4% | -12.5% | +17.0% | +4.7% |
| 1Y | +7.4% | -11.0% | +18.4% | +7.2% |
| 3Y | +61.0% | +184.6% | -123.6% | +35.1% |
| All | +61.0% | +192.6% | -131.7% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling