-29.3%
AFRM vs RBA
+57.3%
-86.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.1% |
| 7D | -7.3% | +4.3% | -11.6% | -10.6% |
| 30D | -9.6% | +16.3% | -25.9% | -21.0% |
| 3M | -11.1% | +1.3% | -12.4% | -12.9% |
| 6M | +3.9% | -11.1% | +14.9% | +11.4% |
| YTD | -8.5% | -8.5% | 0.0% | -4.3% |
| 1Y | +3.3% | -2.1% | +5.4% | +2.2% |
| 3Y | +213.7% | +44.6% | +169.2% | +117.9% |
| 5Y | -58.5% | +36.8% | -95.4% | -71.6% |
| All | -29.3% | +57.3% | -86.7% | -55.9% |
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 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