-29.3%
AFRM vs MDY
+62.5%
-91.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -2.7% |
| 7D | -8.0% | -0.8% | -7.2% | -6.1% |
| 30D | -9.8% | -3.9% | -5.9% | +0.1% |
| 3M | +4.7% | 0.0% | +4.7% | +5.1% |
| 6M | +34.1% | +8.5% | +25.6% | +8.5% |
| YTD | -8.4% | +13.2% | -21.7% | -34.5% |
| 1Y | -22.9% | +15.0% | -37.9% | -47.1% |
| 3Y | +203.3% | +49.6% | +153.7% | +12.1% |
| 5Y | -26.0% | +46.0% | -72.0% | -61.6% |
| All | -29.3% | +62.5% | -91.7% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling