-25.2%
AFRM vs RPRX
+37.8%
-63.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +3.8% |
| 7D | +3.1% | -2.8% | +5.8% | +5.2% |
| 30D | -4.2% | +7.2% | -11.4% | -9.9% |
| 3M | +10.1% | +10.9% | -0.8% | -0.4% |
| 6M | +39.4% | +34.6% | +4.9% | +6.1% |
| YTD | -3.2% | +59.0% | -62.1% | -37.1% |
| 1Y | -16.1% | +72.5% | -88.6% | -50.6% |
| 3Y | +220.8% | +124.1% | +96.7% | +38.7% |
| 5Y | -17.7% | +75.9% | -93.6% | -48.3% |
| All | -25.2% | +37.8% | -63.0% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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