-29.3%
AFRM vs MOD
+590.6%
-619.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.9% | -4.5% |
| 7D | -7.3% | -25.5% | +18.3% | +2.4% |
| 30D | -9.6% | -49.0% | +39.4% | +16.5% |
| 3M | -11.1% | -49.8% | +38.8% | +14.1% |
| 6M | +3.9% | -64.8% | +68.6% | +49.7% |
| YTD | -8.5% | -27.6% | +19.1% | -10.3% |
| 1Y | +3.3% | -35.2% | +38.5% | +4.9% |
| 3Y | +213.7% | +137.1% | +76.6% | +50.1% |
| 5Y | -58.5% | +760.3% | -818.8% | -91.0% |
| All | -29.3% | +590.6% | -619.9% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling