+52.7%
ROK vs AFRM
+203.8%
-151.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.0% |
| 7D | -13.8% | -7.3% | -6.5% | -12.7% |
| 30D | -14.9% | -9.6% | -5.4% | -13.6% |
| 3M | -14.7% | -11.1% | -3.6% | -13.4% |
| 6M | -17.7% | +3.9% | -21.5% | -18.9% |
| YTD | -2.5% | -8.5% | +6.0% | -2.9% |
| 1Y | +2.3% | +3.3% | -1.0% | -0.4% |
| 3Y | +52.7% | +213.7% | -161.0% | +29.0% |
| All | +52.7% | +203.8% | -151.1% | +29.0% |
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 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