-27.7%
AFRM vs MLM
+75.2%
-102.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.2% | -2.7% | -1.8% |
| 7D | -6.9% | -1.2% | -5.7% | -5.4% |
| 30D | -7.0% | +7.9% | -14.9% | -15.1% |
| 3M | -11.2% | -4.5% | -6.8% | -6.6% |
| 6M | +4.3% | -12.6% | +16.9% | +19.5% |
| YTD | -6.4% | -14.9% | +8.5% | +8.0% |
| 1Y | -2.6% | -13.1% | +10.5% | +9.3% |
| 3Y | +210.6% | +21.2% | +189.3% | +110.5% |
| 5Y | -57.6% | +32.0% | -89.6% | -75.3% |
| All | -27.7% | +75.2% | -102.9% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling