+1,059.0%
RMBS vs AFL
+3,370.6%
-2,311.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +3.5% | -2.1% | +5.6% | +4.3% |
| 30D | -8.6% | -5.4% | -3.2% | -6.6% |
| 3M | -40.3% | -0.3% | -40.1% | -40.8% |
| 6M | -1.0% | +5.2% | -6.2% | -4.5% |
| YTD | -4.6% | +5.7% | -10.3% | -8.4% |
| 1Y | +17.6% | +10.2% | +7.4% | +10.4% |
| 3Y | +58.6% | +63.4% | -4.8% | +23.6% |
| 5Y | +270.9% | +133.0% | +137.9% | +146.4% |
| 10Y | +569.1% | +299.5% | +269.5% | +241.0% |
| All | +1,059.0% | +3,370.6% | -2,311.6% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling