+48.3%
ROK vs AFRM
+232.3%
-184.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.7% |
| 7D | +0.7% | -7.0% | +7.6% | +1.7% |
| 30D | -3.3% | -7.8% | +4.5% | -2.3% |
| 3M | -5.9% | +5.3% | -11.2% | -7.0% |
| 6M | +13.9% | +42.6% | -28.8% | +6.8% |
| YTD | +12.6% | -2.8% | +15.4% | +11.3% |
| 1Y | +28.6% | -19.3% | +47.9% | +29.6% |
| All | +48.3% | +232.3% | -184.0% | +23.2% |
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