+99.7%
ROST vs AFRM
+195.9%
-96.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -1.5% |
| 7D | +0.9% | -5.5% | +6.3% | +1.3% |
| 30D | +5.1% | -15.5% | +20.6% | +6.3% |
| 3M | -4.3% | -10.3% | +6.0% | -3.7% |
| 6M | +9.4% | +0.6% | +8.8% | +8.7% |
| YTD | +32.5% | -11.5% | +44.0% | +32.1% |
| 1Y | +46.9% | -16.6% | +63.5% | +46.9% |
| All | +99.7% | +195.9% | -96.2% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling