+248.2%
AFRM vs MLM
+27.5%
+220.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.7% | +3.0% |
| 7D | +3.1% | +9.1% | -6.0% | -4.3% |
| 30D | +1.1% | +14.6% | -13.5% | -10.1% |
| 3M | -3.2% | +0.3% | -3.5% | -3.5% |
| 6M | +12.7% | -7.5% | +20.2% | +19.0% |
| YTD | +1.6% | -10.2% | +11.8% | +8.1% |
| 1Y | +5.9% | -10.5% | +16.3% | +12.9% |
| All | +248.2% | +27.5% | +220.7% | +156.2% |
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