-29.3%
AFRM vs RACE
+97.4%
-126.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -0.6% |
| 7D | -7.3% | +5.1% | -12.4% | -12.0% |
| 30D | -9.6% | +7.7% | -17.3% | -16.2% |
| 3M | -11.1% | +2.2% | -13.2% | -13.0% |
| 6M | +3.9% | +23.8% | -19.9% | -18.3% |
| YTD | -8.5% | +13.9% | -22.4% | -23.3% |
| 1Y | +3.3% | +3.8% | -0.5% | -3.8% |
| 3Y | +213.7% | +28.0% | +185.7% | +63.9% |
| 5Y | -58.5% | +64.9% | -123.5% | -86.6% |
| All | -29.3% | +97.4% | -126.8% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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