+23.4%
REGN vs AFL
+133.8%
-110.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.6% | -1.6% | -3.9% | -5.1% |
| 30D | -2.0% | -4.0% | +2.1% | -0.8% |
| 3M | +28.0% | -0.5% | +28.5% | +27.9% |
| 6M | +1.2% | +6.5% | -5.4% | -1.3% |
| YTD | +1.6% | +6.2% | -4.5% | -0.9% |
| 1Y | +38.2% | +8.3% | +30.0% | +33.7% |
| 3Y | -5.4% | +62.5% | -67.9% | -20.8% |
| All | +23.4% | +133.8% | -110.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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