-13.3%
AFRM vs RMBS
-27.4%
+14.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.4% | -8.4% | +0.1% | -7.3% |
| 30D | -18.3% | -24.9% | +6.6% | -15.0% |
| 3M | -12.7% | -15.8% | +3.1% | -11.0% |
| 6M | +3.0% | -37.5% | +40.5% | +8.5% |
| YTD | -11.4% | -12.1% | +0.7% | -17.6% |
| 1Y | -13.3% | -27.0% | +13.7% | -13.5% |
| All | -13.3% | -27.4% | +14.1% | -13.5% |
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 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