+169.3%
RTX vs AFRM
-23.1%
+192.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.5% |
| 7D | -5.2% | -7.0% | +1.8% | -4.9% |
| 30D | -9.4% | -7.8% | -1.6% | -9.1% |
| 3M | +12.3% | +5.3% | +7.0% | +11.8% |
| 6M | -3.1% | +42.6% | -45.8% | -5.0% |
| YTD | +10.7% | -2.8% | +13.5% | +10.2% |
| 1Y | +28.4% | -19.3% | +47.7% | +28.7% |
| 3Y | +147.1% | +231.0% | -83.9% | +124.9% |
| All | +169.3% | -23.1% | +192.4% | +145.5% |
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 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