+219.3%
RTX vs AFRM
-28.4%
+247.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +4.8% | -4.4% | +9.2% | +5.0% |
| 30D | +6.5% | -7.7% | +14.2% | +6.8% |
| 3M | -9.6% | -16.9% | +7.2% | -9.1% |
| 6M | +12.3% | +2.5% | +9.8% | +11.8% |
| YTD | +9.5% | -12.5% | +22.0% | +9.4% |
| 1Y | +15.8% | -11.0% | +26.9% | +15.6% |
| 3Y | +157.0% | +184.6% | -27.6% | +138.0% |
| 5Y | +148.8% | -56.3% | +205.1% | +130.0% |
| All | +219.3% | -28.4% | +247.7% | +192.1% |
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