+82.0%
RSP vs AFRM
-20.4%
+102.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | -0.8% | -7.0% | +6.2% | -0.2% |
| 30D | -0.3% | -7.8% | +7.5% | +0.3% |
| 3M | +4.3% | +5.3% | -1.0% | +3.5% |
| 6M | +8.8% | +42.6% | -33.8% | +4.8% |
| YTD | +15.3% | -2.8% | +18.1% | +14.5% |
| 1Y | +18.3% | -19.3% | +37.6% | +18.8% |
| 3Y | +52.8% | +231.0% | -178.2% | +29.4% |
| 5Y | +51.7% | -22.2% | +74.0% | +26.9% |
| All | +82.0% | -20.4% | +102.4% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling