-24.9%
AFRM vs RUN
-90.5%
+65.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -7.0% | +1.3% | -8.2% | -7.3% |
| 30D | -7.8% | -15.3% | +7.5% | -2.0% |
| 3M | +5.3% | -40.0% | +45.3% | +27.6% |
| 6M | +42.6% | -27.0% | +69.6% | +56.3% |
| YTD | -2.8% | -51.7% | +48.9% | +19.2% |
| 1Y | -19.3% | -45.9% | +26.6% | -9.3% |
| 3Y | +231.0% | -43.8% | +274.7% | +107.6% |
| 5Y | -22.2% | -80.5% | +58.2% | -15.5% |
| All | -24.9% | -90.5% | +65.6% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling