+229.9%
AFRM vs MLM
+15.1%
+214.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -3.6% |
| 7D | -7.0% | -2.9% | -4.0% | -4.4% |
| 30D | -7.8% | -6.8% | -1.0% | -1.9% |
| 3M | +5.3% | -11.2% | +16.5% | +15.7% |
| 6M | +42.6% | -21.8% | +64.5% | +74.4% |
| YTD | -2.8% | -17.0% | +14.2% | +11.0% |
| 1Y | -19.3% | -16.4% | -2.9% | -9.4% |
| All | +229.9% | +15.1% | +214.8% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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