-24.9%
AFRM vs RACE
+94.5%
-119.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -0.6% |
| 7D | -7.0% | -2.5% | -4.4% | -4.3% |
| 30D | -7.8% | +0.8% | -8.6% | -8.5% |
| 3M | +5.3% | +17.2% | -11.8% | -11.1% |
| 6M | +42.6% | +13.6% | +29.1% | +22.8% |
| YTD | -2.8% | +12.2% | -15.0% | -17.2% |
| 1Y | -19.3% | -16.3% | -3.0% | -7.2% |
| 3Y | +231.0% | +36.4% | +194.5% | +54.1% |
| 5Y | -22.2% | +95.0% | -117.2% | -76.8% |
| All | -24.9% | +94.5% | -119.4% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling