-58.3%
AFRM vs RGEN
-35.1%
-23.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -4.4% |
| 7D | -7.3% | -1.9% | -5.3% | -6.1% |
| 30D | -9.6% | +3.7% | -13.3% | -12.6% |
| 3M | -11.1% | +8.8% | -19.9% | -18.4% |
| 6M | +3.9% | +38.0% | -34.1% | -22.5% |
| YTD | -8.5% | +5.9% | -14.4% | -17.1% |
| 1Y | +3.3% | +19.7% | -16.4% | -15.4% |
| 3Y | +213.7% | +20.5% | +193.2% | +116.2% |
| All | -58.3% | -35.1% | -23.2% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling