-29.3%
AFRM vs RPRX
+53.1%
-82.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -7.3% | +0.2% | -7.5% | -7.4% |
| 30D | -9.6% | +18.6% | -28.1% | -21.3% |
| 3M | -11.1% | +18.0% | -29.1% | -22.8% |
| 6M | +3.9% | +33.8% | -30.0% | -20.4% |
| YTD | -8.5% | +76.6% | -85.1% | -45.5% |
| 1Y | +3.3% | +68.2% | -65.0% | -36.4% |
| 3Y | +213.7% | +161.5% | +52.2% | +16.9% |
| 5Y | -58.5% | +91.4% | -149.9% | -75.7% |
| All | -29.3% | +53.1% | -82.4% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling