+59.8%
REGN vs AFRM
-20.7%
+80.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -1.6% | +3.1% | -4.7% | -1.8% |
| 30D | +3.4% | -4.2% | +7.6% | +3.6% |
| 3M | +32.7% | +10.1% | +22.6% | +31.9% |
| 6M | +6.9% | +39.4% | -32.5% | +4.7% |
| YTD | +5.4% | -3.2% | +8.5% | +5.0% |
| 1Y | +45.8% | -16.1% | +61.9% | +45.9% |
| 3Y | -1.5% | +220.8% | -222.3% | -10.7% |
| 5Y | +22.2% | -17.7% | +39.9% | +10.5% |
| All | +59.8% | -20.7% | +80.5% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling