-20.9%
AFRM vs MLM
+41.9%
-62.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -4.1% |
| 7D | -7.0% | -2.9% | -4.0% | -3.1% |
| 30D | -7.8% | -6.8% | -1.0% | +1.4% |
| 3M | +5.3% | -11.2% | +16.5% | +20.9% |
| 6M | +42.6% | -21.8% | +64.5% | +92.4% |
| YTD | -2.8% | -17.0% | +14.2% | +17.6% |
| 1Y | -19.3% | -16.4% | -2.9% | -5.0% |
| 3Y | +231.0% | +14.5% | +216.5% | +119.1% |
| All | -20.9% | +41.9% | -62.9% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling