-10.6%
AFRM vs RUN
-46.9%
+36.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | -7.5% | +18.1% | -25.6% | -12.0% |
| 30D | -15.7% | +27.5% | -43.2% | -21.6% |
| 3M | -9.6% | -4.5% | -5.1% | -9.4% |
| 6M | +6.3% | -33.3% | +39.6% | +15.6% |
| YTD | -8.6% | -47.1% | +38.5% | +1.2% |
| All | -10.6% | -46.9% | +36.3% | -2.4% |
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 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