+173.7%
AFRM vs RNG
+165.4%
+8.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -7.5% | -6.2% | -1.3% | -5.3% |
| 30D | -15.7% | -8.0% | -7.7% | -13.3% |
| 3M | -9.6% | +15.7% | -25.3% | -14.8% |
| 6M | +6.3% | +60.3% | -54.1% | -13.7% |
| YTD | -8.6% | +153.8% | -162.4% | -42.1% |
| 1Y | -7.6% | +172.2% | -179.8% | -43.6% |
| 3Y | +173.7% | +174.8% | -1.2% | +66.1% |
| All | +173.7% | +165.4% | +8.3% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling