-27.7%
AFRM vs RBA
+59.5%
-87.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -7.6% |
| 7D | -6.9% | +7.3% | -14.3% | -12.4% |
| 30D | -7.0% | +16.9% | -23.9% | -19.1% |
| 3M | -11.2% | -0.5% | -10.7% | -11.7% |
| 6M | +4.3% | -10.4% | +14.7% | +11.2% |
| YTD | -6.4% | -7.2% | +0.8% | -3.3% |
| 1Y | -2.6% | -2.2% | -0.4% | -3.4% |
| 3Y | +210.6% | +43.7% | +166.8% | +117.0% |
| 5Y | -57.6% | +38.7% | -96.3% | -71.3% |
| All | -27.7% | +59.5% | -87.2% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling