+229.9%
AFRM vs RGEN
-3.7%
+233.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.0% |
| 7D | -7.0% | -4.9% | -2.0% | -4.5% |
| 30D | -7.8% | +5.7% | -13.5% | -10.5% |
| 3M | +5.3% | +32.4% | -27.1% | -10.1% |
| 6M | +42.6% | +33.2% | +9.5% | +19.9% |
| YTD | -2.8% | +2.3% | -5.1% | -5.6% |
| 1Y | -19.3% | +39.0% | -58.3% | -34.5% |
| All | +229.9% | -3.7% | +233.7% | +229.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling