-29.6%
AFRM vs RGEN
-17.8%
-11.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.4% |
| 7D | -10.3% | -3.1% | -7.1% | -8.3% |
| 30D | -13.7% | +0.1% | -13.8% | -14.4% |
| 3M | -11.6% | +4.8% | -16.3% | -16.4% |
| 6M | +2.1% | +48.9% | -46.8% | -27.2% |
| YTD | -8.9% | +5.3% | -14.2% | -17.0% |
| 1Y | -9.7% | +12.5% | -22.2% | -21.8% |
| 3Y | +202.5% | +17.0% | +185.5% | +119.9% |
| 5Y | -55.3% | -35.4% | -20.0% | -49.7% |
| All | -29.6% | -17.8% | -11.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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