+112.0%
ROST vs AFRM
-56.8%
+168.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | +0.3% | -4.4% | +4.7% | +0.8% |
| 30D | +0.5% | -7.7% | +8.1% | +1.3% |
| 3M | -5.2% | -16.9% | +11.6% | -3.6% |
| 6M | +9.8% | +2.5% | +7.3% | +8.5% |
| YTD | +29.4% | -12.5% | +41.9% | +29.2% |
| 1Y | +44.4% | -11.0% | +55.4% | +43.5% |
| 3Y | +95.0% | +184.6% | -89.6% | +54.7% |
| All | +112.0% | -56.8% | +168.7% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling