-31.6%
AFRM vs MKC
-42.6%
+11.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.5% |
| 7D | -8.4% | -2.4% | -5.9% | -7.8% |
| 30D | -18.3% | +5.4% | -23.6% | -19.2% |
| 3M | -12.7% | -11.1% | -1.6% | -10.5% |
| 6M | +3.0% | -1.4% | +4.4% | +3.0% |
| YTD | -11.4% | -29.4% | +18.0% | -5.0% |
| 1Y | -13.3% | -24.7% | +11.4% | -9.1% |
| 3Y | +194.0% | -21.8% | +215.8% | +196.9% |
| 5Y | -50.6% | -36.0% | -14.6% | -42.1% |
| All | -31.6% | -42.6% | +11.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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