-56.0%
AFRM vs RPRX
+86.5%
-142.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.8% |
| 7D | -4.4% | +3.3% | -7.7% | -7.2% |
| 30D | -7.7% | +17.9% | -25.6% | -20.4% |
| 3M | -16.9% | +19.2% | -36.1% | -29.9% |
| 6M | +2.5% | +31.7% | -29.2% | -23.2% |
| YTD | -12.5% | +82.5% | -95.0% | -54.1% |
| 1Y | -11.0% | +78.4% | -89.5% | -52.3% |
| 3Y | +184.6% | +177.0% | +7.6% | -24.0% |
| All | -56.0% | +86.5% | -142.5% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling