+5.9%
AFRM vs RMBS
-18.2%
+24.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.0% | +11.0% | +5.9% |
| 7D | +3.1% | -8.9% | +12.0% | +4.4% |
| 30D | +1.1% | -24.8% | +26.0% | +5.3% |
| 3M | -3.2% | -17.6% | +14.3% | -0.9% |
| 6M | +12.7% | -25.7% | +38.3% | +15.0% |
| YTD | +1.6% | -9.8% | +11.3% | -6.4% |
| 1Y | +5.9% | -17.4% | +23.2% | +0.1% |
| All | +5.9% | -18.2% | +24.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling