-11.1%
AFRM vs RMBS
-21.2%
+10.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.0% | -9.2% | -2.9% |
| 7D | -7.3% | -12.0% | +4.7% | -6.2% |
| 30D | -9.6% | -33.1% | +23.6% | -8.1% |
| 3M | -11.1% | -23.7% | +12.6% | -8.5% |
| All | -11.1% | -21.2% | +10.1% | -8.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling