+188.2%
AFRM vs MKTX
-22.2%
+210.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -18.3% | +0.8% | -19.1% | -18.3% |
| 3M | -12.7% | +2.6% | -15.3% | -12.8% |
| 6M | +3.0% | +13.6% | -10.6% | +1.7% |
| YTD | -11.4% | -7.1% | -4.3% | -12.4% |
| 1Y | -13.3% | -0.1% | -13.3% | -14.5% |
| All | +188.2% | -22.2% | +210.4% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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