-55.8%
AFRM vs RGEN
-37.9%
-17.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -0.4% |
| 7D | -5.5% | -1.2% | -4.3% | -4.9% |
| 30D | -15.5% | -5.1% | -10.4% | -12.9% |
| 3M | -10.3% | +0.5% | -10.8% | -12.8% |
| 6M | +0.6% | +46.6% | -46.0% | -28.0% |
| YTD | -11.5% | +1.6% | -13.2% | -17.5% |
| 1Y | -16.6% | +5.4% | -22.0% | -24.5% |
| 3Y | +193.5% | +12.8% | +180.7% | +114.7% |
| 5Y | -55.8% | -35.6% | -20.2% | -50.2% |
| All | -55.8% | -37.9% | -17.9% | -50.2% |
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