-22.9%
AFRM vs MKC
-24.0%
+1.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -5.6% |
| 7D | -8.0% | -4.3% | -3.7% | -8.6% |
| 30D | -9.8% | -3.1% | -6.7% | -10.1% |
| 3M | +4.7% | +6.8% | -2.2% | +6.9% |
| 6M | +34.1% | -18.3% | +52.5% | +22.6% |
| YTD | -8.4% | -23.1% | +14.6% | -19.5% |
| 1Y | -22.9% | -23.7% | +0.8% | -33.6% |
| All | -22.9% | -24.0% | +1.0% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling