-31.7%
AFRM vs RBA
+58.6%
-90.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -1.7% |
| 7D | -5.5% | -0.5% | -4.9% | -5.1% |
| 30D | -15.5% | +6.8% | -22.3% | -20.5% |
| 3M | -10.3% | +9.5% | -19.8% | -17.6% |
| 6M | +0.6% | -8.2% | +8.8% | +4.9% |
| YTD | -11.5% | -7.7% | -3.8% | -8.2% |
| 1Y | -16.6% | -6.9% | -9.7% | -14.0% |
| 3Y | +193.5% | +61.6% | +131.9% | +83.9% |
| 5Y | -55.8% | +44.7% | -100.5% | -70.4% |
| All | -31.7% | +58.6% | -90.3% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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