-25.9%
AFRM vs MKC
-37.6%
+11.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.6% | +5.0% |
| 7D | -1.3% | -1.5% | +0.2% | -0.9% |
| 30D | -2.7% | -3.1% | +0.4% | -1.9% |
| 3M | +7.4% | +5.2% | +2.3% | +6.2% |
| 6M | +40.7% | -12.8% | +53.5% | +45.1% |
| YTD | -4.0% | -23.3% | +19.3% | +1.2% |
| 1Y | -12.2% | -24.1% | +11.9% | -7.5% |
| 3Y | +203.1% | -32.1% | +235.2% | +226.6% |
| 5Y | -42.2% | -32.8% | -9.4% | -33.6% |
| All | -25.9% | -37.6% | +11.7% | -15.2% |
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