-26.0%
AFRM vs MKTX
-61.3%
+35.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.4% |
| 7D | -8.0% | +0.3% | -8.3% | -8.1% |
| 30D | -9.8% | +1.0% | -10.7% | -10.2% |
| 3M | +4.7% | +40.8% | -36.1% | -14.9% |
| 6M | +34.1% | -10.9% | +45.0% | +41.4% |
| YTD | -8.4% | -8.6% | +0.2% | -5.7% |
| 1Y | -22.9% | -11.6% | -11.4% | -19.8% |
| 3Y | +203.3% | -24.5% | +227.8% | +206.7% |
| 5Y | -26.0% | -60.7% | +34.7% | -18.2% |
| All | -26.0% | -61.3% | +35.3% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling