-58.3%
AFRM vs RUN
-82.6%
+24.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.7% |
| 7D | -7.3% | +33.4% | -40.7% | -18.4% |
| 30D | -9.6% | +31.1% | -40.7% | -19.9% |
| 3M | -11.1% | +6.4% | -17.5% | -15.1% |
| 6M | +3.9% | -22.2% | +26.1% | +10.9% |
| YTD | -8.5% | -45.8% | +37.3% | +5.4% |
| 1Y | +3.3% | -51.1% | +54.4% | +21.4% |
| 3Y | +213.7% | -3.0% | +216.7% | +29.0% |
| All | -58.3% | -82.6% | +24.3% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling