-50.6%
AFRM vs RBA
+48.5%
-99.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.4% |
| 7D | -8.4% | +3.2% | -11.6% | -11.0% |
| 30D | -18.3% | +12.0% | -30.3% | -27.0% |
| 3M | -12.7% | +2.9% | -15.6% | -15.9% |
| 6M | +3.0% | -6.3% | +9.3% | +5.5% |
| YTD | -11.4% | -5.9% | -5.5% | -9.9% |
| 1Y | -13.3% | -3.9% | -9.4% | -13.5% |
| 3Y | +194.0% | +64.9% | +129.1% | +63.9% |
| 5Y | -50.6% | +48.5% | -99.1% | -64.7% |
| All | -50.6% | +48.5% | -99.1% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling