-57.6%
AFRM vs RACE
+65.1%
-122.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.3% | -5.5% | -5.3% |
| 7D | -6.9% | +5.7% | -12.6% | -12.5% |
| 30D | -7.0% | +9.3% | -16.3% | -15.5% |
| 3M | -11.2% | +3.8% | -15.1% | -14.9% |
| 6M | +4.3% | +29.8% | -25.5% | -23.6% |
| YTD | -6.4% | +15.6% | -22.0% | -23.8% |
| 1Y | -2.6% | +5.1% | -7.7% | -11.0% |
| 3Y | +210.6% | +30.8% | +179.8% | +38.5% |
| 5Y | -57.6% | +67.4% | -125.0% | -88.4% |
| All | -57.6% | +65.1% | -122.7% | -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