+219.7%
RTX vs AFRM
-20.7%
+240.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -3.1% | +3.1% | -6.2% | -3.2% |
| 30D | -10.6% | -4.2% | -6.4% | -10.4% |
| 3M | +11.6% | +10.1% | +1.5% | +11.0% |
| 6M | -4.5% | +39.4% | -43.9% | -6.2% |
| YTD | +9.6% | -3.2% | +12.7% | +9.2% |
| 1Y | +30.8% | -16.1% | +46.9% | +30.8% |
| 3Y | +152.8% | +220.8% | -68.0% | +132.4% |
| 5Y | +167.1% | -17.7% | +184.8% | +143.9% |
| All | +219.7% | -20.7% | +240.4% | +191.5% |
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