-25.2%
AFRM vs RMBS
+330.8%
-356.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -1.2% |
| 7D | +3.1% | +3.0% | +0.1% | +1.5% |
| 30D | -4.2% | -14.4% | +10.2% | +2.9% |
| 3M | +10.1% | -42.8% | +53.0% | +41.7% |
| 6M | +39.4% | -1.4% | +40.8% | +18.7% |
| YTD | -3.2% | -5.4% | +2.3% | -20.4% |
| 1Y | -16.1% | +18.6% | -34.6% | -45.5% |
| 3Y | +220.8% | +57.3% | +163.5% | +31.9% |
| 5Y | -17.7% | +265.7% | -283.4% | -89.1% |
| All | -25.2% | +330.8% | -356.0% | -91.6% |
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