-58.3%
AFRM vs MDY
+31.3%
-89.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -4.0% |
| 7D | -7.3% | -1.7% | -5.6% | -2.9% |
| 30D | -9.6% | -0.9% | -8.6% | -6.7% |
| 3M | -11.1% | -5.7% | -5.3% | +5.2% |
| 6M | +3.9% | -2.9% | +6.8% | +13.2% |
| YTD | -8.5% | +9.8% | -18.3% | -30.9% |
| 1Y | +3.3% | +13.5% | -10.2% | -28.9% |
| 3Y | +213.7% | +51.9% | +161.8% | -9.4% |
| All | -58.3% | +31.3% | -89.6% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling