+80.2%
RSP vs AFRM
-25.1%
+105.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -1.0% | -7.3% | +6.3% | -0.4% |
| 30D | +2.6% | -9.6% | +12.1% | +3.4% |
| 3M | -0.8% | -11.1% | +10.3% | 0.0% |
| 6M | +6.3% | +3.9% | +2.4% | +5.3% |
| YTD | +14.1% | -8.5% | +22.6% | +13.7% |
| 1Y | +18.0% | +3.3% | +14.8% | +16.1% |
| 3Y | +61.0% | +213.7% | -152.7% | +37.4% |
| 5Y | +45.6% | -58.5% | +104.1% | +23.7% |
| All | +80.2% | -25.1% | +105.3% | +50.3% |
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