-29.4%
AFRM vs RUN
-89.6%
+60.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.8% |
| 7D | -7.5% | +18.1% | -25.6% | -14.2% |
| 30D | -15.7% | +27.5% | -43.2% | -24.4% |
| 3M | -9.6% | -4.5% | -5.1% | -9.6% |
| 6M | +6.3% | -33.3% | +39.6% | +20.9% |
| YTD | -8.6% | -47.1% | +38.5% | +6.1% |
| 1Y | -7.6% | -43.1% | +35.5% | +3.3% |
| 3Y | +173.7% | -3.0% | +176.6% | +22.8% |
| 5Y | -56.9% | -82.6% | +25.7% | -52.1% |
| All | -29.4% | -89.6% | +60.2% | -9.5% |
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