-16.6%
AFRM vs RMBS
-20.9%
+4.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.9% |
| 7D | -5.5% | +21.9% | -27.4% | -8.4% |
| 30D | -15.5% | -13.4% | -2.0% | -13.9% |
| 3M | -10.3% | -15.9% | +5.6% | -8.4% |
| 6M | +0.6% | -34.8% | +35.4% | +5.3% |
| YTD | -11.5% | -7.5% | -4.0% | -19.1% |
| 1Y | -16.6% | -16.9% | +0.3% | -21.0% |
| All | -16.6% | -20.9% | +4.3% | -21.0% |
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