+173.7%
AFRM vs MKC
-20.6%
+194.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -7.5% | -1.9% | -5.6% | -7.3% |
| 30D | -15.7% | +8.0% | -23.7% | -16.3% |
| 3M | -9.6% | -8.6% | -1.0% | -8.7% |
| 6M | +6.3% | +1.1% | +5.2% | +6.3% |
| YTD | -8.6% | -27.7% | +19.1% | -5.9% |
| 1Y | -7.6% | -23.7% | +16.1% | -6.2% |
| 3Y | +173.7% | -19.4% | +193.1% | +182.4% |
| All | +173.7% | -20.6% | +194.2% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling