-20.9%
AFRM vs MDY
+46.2%
-67.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -3.0% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -7.8% | -1.5% | -6.3% | -4.0% |
| 3M | +5.3% | +0.8% | +4.5% | +3.5% |
| 6M | +42.6% | +7.4% | +35.2% | +16.4% |
| YTD | -2.8% | +15.2% | -18.0% | -35.4% |
| 1Y | -19.3% | +16.5% | -35.8% | -48.3% |
| 3Y | +231.0% | +46.8% | +184.2% | +15.8% |
| All | -20.9% | +46.2% | -67.1% | -62.4% |
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 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