-29.4%
AFRM vs RBA
+61.1%
-90.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -2.2% |
| 7D | -7.5% | +2.5% | -10.0% | -9.4% |
| 30D | -15.7% | +11.6% | -27.3% | -23.6% |
| 3M | -9.6% | +1.5% | -11.1% | -11.5% |
| 6M | +6.3% | -6.6% | +12.9% | +9.3% |
| YTD | -8.6% | -6.3% | -2.3% | -6.4% |
| 1Y | -7.6% | -4.0% | -3.6% | -7.2% |
| 3Y | +173.7% | +47.3% | +126.4% | +86.8% |
| 5Y | -56.9% | +47.7% | -104.5% | -71.5% |
| All | -29.4% | +61.1% | -90.5% | -56.9% |
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