-29.6%
AFRM vs RPRX
+59.3%
-88.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.2% |
| 7D | -10.3% | +3.6% | -13.9% | -12.7% |
| 30D | -13.7% | +21.2% | -34.9% | -26.1% |
| 3M | -11.6% | +21.6% | -33.2% | -25.0% |
| 6M | +2.1% | +36.7% | -34.6% | -22.9% |
| YTD | -8.9% | +83.7% | -92.5% | -47.4% |
| 1Y | -9.7% | +83.2% | -92.9% | -47.8% |
| 3Y | +202.5% | +177.7% | +24.8% | +6.7% |
| 5Y | -55.3% | +95.8% | -151.1% | -74.1% |
| All | -29.6% | +59.3% | -88.9% | -49.3% |
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