-19.3%
AFRM vs RUN
-46.2%
+26.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -7.0% | +1.3% | -8.2% | -7.2% |
| 30D | -7.8% | -15.3% | +7.5% | -4.4% |
| 3M | +5.3% | -40.0% | +45.3% | +17.0% |
| 6M | +42.6% | -27.0% | +69.6% | +51.7% |
| YTD | -2.8% | -51.7% | +48.9% | +9.7% |
| 1Y | -19.3% | -45.9% | +26.6% | -11.9% |
| All | -19.3% | -46.2% | +26.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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