-58.3%
AFRM vs RACE
+65.0%
-123.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -0.6% |
| 7D | -7.3% | +5.1% | -12.4% | -12.3% |
| 30D | -9.6% | +7.7% | -17.3% | -16.5% |
| 3M | -11.1% | +2.2% | -13.2% | -13.2% |
| 6M | +3.9% | +23.8% | -19.9% | -19.5% |
| YTD | -8.5% | +13.9% | -22.4% | -24.2% |
| 1Y | +3.3% | +3.8% | -0.5% | -4.3% |
| 3Y | +213.7% | +28.0% | +185.7% | +44.2% |
| All | -58.3% | +65.0% | -123.3% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling