-31.6%
AFRM vs MKTX
-66.3%
+34.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.6% |
| 3M | -12.7% | +2.6% | -15.3% | -13.7% |
| 6M | +3.0% | +13.6% | -10.6% | -4.9% |
| YTD | -11.4% | -7.1% | -4.3% | -9.8% |
| 1Y | -13.3% | -0.1% | -13.3% | -15.8% |
| 3Y | +194.0% | -22.3% | +216.3% | +194.9% |
| 5Y | -50.6% | -54.5% | +3.9% | -33.3% |
| All | -31.6% | -66.3% | +34.8% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling