+13.3%
RMBS vs AFL
+11.7%
+1.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.4% |
| 7D | -0.3% | +0.6% | -0.9% | +0.2% |
| 30D | -12.2% | -6.2% | -6.0% | -17.4% |
| 3M | -49.5% | +2.2% | -51.7% | -48.3% |
| 6M | -7.1% | +5.3% | -12.4% | -4.1% |
| YTD | -7.0% | +8.0% | -15.0% | -3.0% |
| 1Y | +13.3% | +10.2% | +3.1% | +20.7% |
| All | +13.3% | +11.7% | +1.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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