-29.4%
AFRM vs MDY
+62.6%
-92.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -8.3% |
| 7D | -7.5% | +0.7% | -8.2% | -9.5% |
| 30D | -15.7% | +1.3% | -17.0% | -18.5% |
| 3M | -9.6% | -4.1% | -5.5% | +0.8% |
| 6M | +6.3% | +1.0% | +5.3% | +3.9% |
| YTD | -8.6% | +13.3% | -21.9% | -34.8% |
| 1Y | -7.6% | +15.7% | -23.3% | -37.7% |
| 3Y | +173.7% | +59.6% | +114.1% | -17.8% |
| 5Y | -56.9% | +36.3% | -93.2% | -75.9% |
| All | -29.4% | +62.6% | -92.0% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling