-24.9%
AFRM vs MKC
-36.7%
+11.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -2.4% |
| 7D | -7.0% | -5.9% | -1.1% | -5.7% |
| 30D | -7.8% | -0.9% | -6.9% | -7.6% |
| 3M | +5.3% | +12.7% | -7.4% | +2.4% |
| 6M | +42.6% | -19.3% | +61.9% | +49.8% |
| YTD | -2.8% | -22.2% | +19.4% | +2.2% |
| 1Y | -19.3% | -23.3% | +4.0% | -15.2% |
| 3Y | +231.0% | -30.0% | +261.0% | +253.6% |
| 5Y | -22.2% | -33.8% | +11.5% | -10.9% |
| All | -24.9% | -36.7% | +11.8% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling