+4.5%
ROL vs AFRM
-25.4%
+29.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | 0.0% |
| 7D | +0.8% | -10.3% | +11.0% | +1.3% |
| 30D | +20.6% | -13.7% | +34.3% | +21.4% |
| 3M | +4.5% | -11.6% | +16.0% | +4.9% |
| 6M | -26.5% | +2.1% | -28.6% | -26.9% |
| YTD | -34.8% | -8.9% | -26.0% | -35.0% |
| 1Y | -33.2% | -9.7% | -23.5% | -33.4% |
| 3Y | +4.5% | +202.5% | -198.0% | -5.8% |
| 5Y | +15.5% | -55.3% | +70.9% | +7.4% |
| All | +4.5% | -25.4% | +29.8% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling