-25.2%
AFRM vs RNG
-81.9%
+56.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +2.4% |
| 7D | +3.1% | -0.8% | +3.9% | +3.4% |
| 30D | -4.2% | +11.4% | -15.6% | -11.0% |
| 3M | +10.1% | +72.1% | -62.0% | -26.9% |
| 6M | +39.4% | +67.9% | -28.5% | -9.5% |
| YTD | -3.2% | +144.3% | -147.5% | -56.1% |
| 1Y | -16.1% | +117.5% | -133.6% | -58.8% |
| 3Y | +220.8% | +123.9% | +96.9% | +35.6% |
| 5Y | -17.7% | -70.1% | +52.4% | +18.9% |
| All | -25.2% | -81.9% | +56.7% | +42.9% |
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