-24.9%
AFRM vs MKTX
-66.8%
+41.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -7.8% | +1.1% | -8.9% | -8.3% |
| 3M | +5.3% | +36.1% | -30.8% | -11.5% |
| 6M | +42.6% | -12.9% | +55.5% | +51.2% |
| YTD | -2.8% | -8.5% | +5.7% | -0.3% |
| 1Y | -19.3% | -7.5% | -11.8% | -18.8% |
| 3Y | +231.0% | -28.3% | +259.3% | +253.6% |
| 5Y | -22.2% | -63.3% | +41.1% | +8.2% |
| All | -24.9% | -66.8% | +41.9% | +12.6% |
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