+221.8%
AFRM vs MDY
+51.5%
+170.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.9% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -7.8% | -1.5% | -6.3% | -4.6% |
| 3M | +5.3% | +0.8% | +4.5% | +4.0% |
| 6M | +42.6% | +7.4% | +35.2% | +21.2% |
| YTD | -2.8% | +15.2% | -18.0% | -30.4% |
| 1Y | -19.3% | +16.5% | -35.8% | -43.8% |
| All | +221.8% | +51.5% | +170.3% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling