+184.6%
AFRM vs RUN
-7.3%
+191.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -4.4% | -13.5% | +9.1% | -1.7% |
| 30D | -7.7% | +18.3% | -26.0% | -11.4% |
| 3M | -16.9% | -12.5% | -4.4% | -15.4% |
| 6M | +2.5% | -40.3% | +42.8% | +11.9% |
| YTD | -12.5% | -53.1% | +40.6% | -2.7% |
| 1Y | -11.0% | -54.3% | +43.2% | -0.8% |
| 3Y | +184.6% | -6.5% | +191.1% | +102.1% |
| All | +184.6% | -7.3% | +191.9% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling