+3,634.3%
REGN vs AFL
+14,039.3%
-10,405.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.6% | -1.6% | -3.9% | -5.2% |
| 30D | -2.0% | -4.0% | +2.1% | -0.9% |
| 3M | +28.0% | -0.5% | +28.5% | +28.0% |
| 6M | +1.2% | +6.5% | -5.4% | -0.8% |
| YTD | +1.6% | +6.2% | -4.5% | -0.4% |
| 1Y | +38.2% | +8.3% | +30.0% | +34.7% |
| 3Y | -5.4% | +62.5% | -67.9% | -18.0% |
| 5Y | +21.3% | +136.2% | -114.9% | -5.7% |
| 10Y | +105.2% | +301.4% | -196.2% | +29.9% |
| All | +3,634.3% | +14,039.3% | -10,405.0% | +512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling