-29.4%
AFRM vs RGEN
-14.8%
-14.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -2.3% |
| 7D | -7.5% | +3.5% | -11.0% | -9.8% |
| 30D | -15.7% | +2.9% | -18.6% | -17.9% |
| 3M | -9.6% | +9.2% | -18.8% | -17.0% |
| 6M | +6.3% | +44.9% | -38.7% | -22.8% |
| YTD | -8.6% | +9.2% | -17.8% | -18.8% |
| 1Y | -7.6% | +25.3% | -32.9% | -26.2% |
| 3Y | +173.7% | +21.7% | +151.9% | +93.3% |
| 5Y | -56.9% | -34.5% | -22.4% | -51.8% |
| All | -29.4% | -14.8% | -14.6% | -32.6% |
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