-29.4%
AFRM vs RMBS
+300.3%
-329.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -4.2% |
| 7D | -7.5% | -3.9% | -3.7% | -6.9% |
| 30D | -15.7% | -24.9% | +9.2% | -4.5% |
| 3M | -9.6% | -20.5% | +10.9% | -2.6% |
| 6M | +6.3% | -37.5% | +43.8% | +22.1% |
| YTD | -8.6% | -12.1% | +3.5% | -24.6% |
| 1Y | -7.6% | -25.0% | +17.4% | -16.4% |
| 3Y | +173.7% | +36.1% | +137.5% | +24.9% |
| 5Y | -56.9% | +236.1% | -293.0% | -94.2% |
| All | -29.4% | +300.3% | -329.7% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling