-29.4%
AFRM vs RNG
-81.2%
+51.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | -7.5% | -6.2% | -1.3% | -3.6% |
| 30D | -15.7% | -8.0% | -7.7% | -11.6% |
| 3M | -9.6% | +15.7% | -25.3% | -18.9% |
| 6M | +6.3% | +60.3% | -54.1% | -28.2% |
| YTD | -8.6% | +153.8% | -162.4% | -60.1% |
| 1Y | -7.6% | +172.2% | -179.8% | -61.7% |
| 3Y | +173.7% | +174.8% | -1.2% | -2.7% |
| 5Y | -56.9% | -68.6% | +11.7% | -39.9% |
| All | -29.4% | -81.2% | +51.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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