-20.9%
AFRM vs RMBS
+250.7%
-271.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -4.0% | -3.3% |
| 7D | -7.0% | -0.3% | -6.6% | -6.8% |
| 30D | -7.8% | -12.2% | +4.4% | -2.5% |
| 3M | +5.3% | -49.5% | +54.8% | +43.8% |
| 6M | +42.6% | -7.1% | +49.8% | +26.0% |
| YTD | -2.8% | -7.0% | +4.2% | -19.2% |
| 1Y | -19.3% | +13.3% | -32.6% | -45.8% |
| 3Y | +231.0% | +49.2% | +181.7% | +41.8% |
| All | -20.9% | +250.7% | -271.6% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling