+248.2%
AFRM vs MOD
+133.8%
+114.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -21.4% | +26.5% | +12.6% |
| 7D | +3.1% | -31.3% | +34.4% | +16.0% |
| 30D | +1.1% | -46.1% | +47.2% | +24.3% |
| 3M | -3.2% | -51.1% | +47.9% | +22.3% |
| 6M | +12.7% | -62.1% | +74.7% | +52.1% |
| YTD | +1.6% | -26.2% | +27.7% | -2.6% |
| 1Y | +5.9% | -32.6% | +38.4% | +4.2% |
| All | +248.2% | +133.8% | +114.3% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling