-33.3%
ROL vs AFRM
-13.0%
-20.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | -0.2% |
| 7D | +3.4% | -8.4% | +11.8% | +3.7% |
| 30D | +20.8% | -18.3% | +39.0% | +21.6% |
| 3M | +3.7% | -12.7% | +16.4% | +4.2% |
| 6M | -27.7% | +3.0% | -30.7% | -28.3% |
| YTD | -34.9% | -11.4% | -23.5% | -36.7% |
| 1Y | -33.3% | -13.3% | -20.0% | -34.7% |
| All | -33.3% | -13.0% | -20.3% | -34.7% |
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