+229.9%
AFRM vs RPRX
+128.5%
+101.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -7.0% | +5.1% | -12.1% | -8.7% |
| 30D | -7.8% | +11.2% | -19.0% | -11.5% |
| 3M | +5.3% | +16.7% | -11.4% | -1.4% |
| 6M | +42.6% | +36.0% | +6.7% | +24.0% |
| YTD | -2.8% | +67.8% | -70.6% | -23.8% |
| 1Y | -19.3% | +76.7% | -96.0% | -39.3% |
| All | +229.9% | +128.5% | +101.4% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling