-24.9%
AFRM vs RNG
-81.1%
+56.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -0.2% |
| 7D | -7.0% | +5.8% | -12.7% | -10.4% |
| 30D | -7.8% | +19.6% | -27.4% | -18.1% |
| 3M | +5.3% | +67.0% | -61.7% | -28.5% |
| 6M | +42.6% | +88.4% | -45.7% | -14.4% |
| YTD | -2.8% | +155.5% | -158.3% | -57.1% |
| 1Y | -19.3% | +141.7% | -161.0% | -63.3% |
| 3Y | +231.0% | +131.1% | +99.9% | +37.3% |
| 5Y | -22.2% | -70.6% | +48.3% | +13.4% |
| All | -24.9% | -81.1% | +56.2% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling