+104.7%
ROST vs AFRM
-20.7%
+125.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.2% | +3.1% | -2.8% | -0.1% |
| 30D | -10.0% | -4.2% | -5.8% | -9.7% |
| 3M | +1.2% | +10.1% | -8.9% | -0.1% |
| 6M | +8.9% | +39.4% | -30.5% | +4.7% |
| YTD | +28.1% | -3.2% | +31.2% | +27.0% |
| 1Y | +53.0% | -16.1% | +69.0% | +52.9% |
| 3Y | +97.9% | +220.8% | -122.9% | +62.4% |
| 5Y | +112.0% | -17.7% | +129.6% | +70.4% |
| All | +104.7% | -20.7% | +125.4% | +65.2% |
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