+81.9%
ROK vs AFRM
-20.4%
+102.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.6% |
| 7D | +0.7% | -7.0% | +7.6% | +1.5% |
| 30D | -3.3% | -7.8% | +4.5% | -2.5% |
| 3M | -5.9% | +5.3% | -11.2% | -6.7% |
| 6M | +13.9% | +42.6% | -28.8% | +8.4% |
| YTD | +12.6% | -2.8% | +15.4% | +11.7% |
| 1Y | +28.6% | -19.3% | +47.9% | +29.5% |
| 3Y | +45.1% | +231.0% | -185.9% | +19.0% |
| 5Y | +45.6% | -22.2% | +67.8% | +17.7% |
| All | +81.9% | -20.4% | +102.3% | +45.1% |
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 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