-25.2%
AFRM vs RUN
-90.1%
+64.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.9% |
| 7D | +3.1% | +10.2% | -7.1% | -0.9% |
| 30D | -4.2% | -9.6% | +5.4% | -0.4% |
| 3M | +10.1% | -31.5% | +41.6% | +26.4% |
| 6M | +39.4% | -18.7% | +58.1% | +46.4% |
| YTD | -3.2% | -49.9% | +46.7% | +17.0% |
| 1Y | -16.1% | -45.5% | +29.4% | -5.4% |
| 3Y | +220.8% | -34.1% | +254.9% | +83.0% |
| 5Y | -17.7% | -79.4% | +61.8% | -12.3% |
| All | -25.2% | -90.1% | +64.9% | -0.3% |
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