-22.9%
AFRM vs RNG
+116.0%
-138.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.3% |
| 7D | -8.0% | -4.1% | -4.0% | -7.2% |
| 30D | -9.8% | +8.6% | -18.4% | -11.4% |
| 3M | +4.7% | +78.0% | -73.3% | -8.5% |
| 6M | +34.1% | +67.0% | -32.9% | +17.4% |
| YTD | -8.4% | +142.4% | -150.9% | -26.2% |
| 1Y | -22.9% | +120.4% | -143.4% | -36.9% |
| All | -22.9% | +116.0% | -138.9% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling