+54.1%
REGN vs AFRM
-21.4%
+75.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -1.7% |
| 7D | -5.6% | -1.3% | -4.3% | -5.5% |
| 30D | -2.0% | -2.7% | +0.7% | -1.9% |
| 3M | +28.0% | +7.4% | +20.5% | +27.3% |
| 6M | +1.2% | +40.7% | -39.5% | -1.0% |
| YTD | +1.6% | -4.0% | +5.7% | +1.3% |
| 1Y | +38.2% | -12.2% | +50.5% | +38.0% |
| 3Y | -5.4% | +203.1% | -208.5% | -14.0% |
| 5Y | +21.3% | -42.2% | +63.5% | +10.9% |
| All | +54.1% | -21.4% | +75.5% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling