-31.7%
AFRM vs RMBS
+321.3%
-352.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.7% |
| 7D | -5.5% | +21.9% | -27.4% | -14.8% |
| 30D | -15.5% | -13.4% | -2.0% | -10.7% |
| 3M | -10.3% | -15.9% | +5.6% | -5.8% |
| 6M | +0.6% | -34.8% | +35.4% | +13.2% |
| YTD | -11.5% | -7.5% | -4.0% | -28.9% |
| 1Y | -16.6% | -16.9% | +0.3% | -28.9% |
| 3Y | +193.5% | +35.5% | +158.0% | +39.4% |
| 5Y | -55.8% | +254.2% | -310.0% | -94.2% |
| All | -31.7% | +321.3% | -352.9% | -92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling