-34.7%
ROL vs AFRM
+8.5%
-43.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.3% | +2.5% |
| 7D | +14.6% | +3.1% | +11.5% | +14.4% |
| 30D | +29.3% | +1.1% | +28.1% | +29.0% |
| 3M | +2.0% | -3.2% | +5.2% | +2.1% |
| 6M | -28.5% | +12.7% | -41.2% | -29.3% |
| YTD | -35.3% | +1.6% | -36.9% | -37.2% |
| 1Y | -34.7% | +5.9% | -40.5% | -36.5% |
| All | -34.7% | +8.5% | -43.2% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling