+57.6%
ROK vs AFRM
-25.1%
+82.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.1% |
| 7D | -13.8% | -7.3% | -6.5% | -13.0% |
| 30D | -14.9% | -9.6% | -5.4% | -13.9% |
| 3M | -14.7% | -11.1% | -3.6% | -13.7% |
| 6M | -17.7% | +3.9% | -21.5% | -18.5% |
| YTD | -2.5% | -8.5% | +6.0% | -2.7% |
| 1Y | +2.3% | +3.3% | -1.0% | +0.4% |
| 3Y | +52.7% | +213.7% | -161.0% | +26.7% |
| 5Y | +20.5% | -58.5% | +79.1% | -1.2% |
| All | +57.6% | -25.1% | +82.6% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling