-29.6%
AFRM vs RUN
-90.3%
+60.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.3% | +1.2% |
| 7D | -10.3% | +3.2% | -13.4% | -12.3% |
| 30D | -13.7% | +19.5% | -33.2% | -20.8% |
| 3M | -11.6% | -9.6% | -2.0% | -9.8% |
| 6M | +2.1% | -37.3% | +39.4% | +18.7% |
| YTD | -8.9% | -50.7% | +41.9% | +8.6% |
| 1Y | -9.7% | -54.1% | +44.4% | +10.2% |
| 3Y | +202.5% | -3.9% | +206.4% | +33.4% |
| 5Y | -55.3% | -84.4% | +29.1% | -48.5% |
| All | -29.6% | -90.3% | +60.7% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling