+229.9%
AFRM vs MOD
+300.6%
-70.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -4.3% |
| 7D | -7.0% | +9.6% | -16.5% | -10.3% |
| 30D | -7.8% | 0.0% | -7.8% | -8.4% |
| 3M | +5.3% | -35.4% | +40.7% | +21.9% |
| 6M | +42.6% | -7.3% | +49.9% | +38.4% |
| YTD | -2.8% | +45.8% | -48.6% | -26.0% |
| 1Y | -19.3% | +43.1% | -62.4% | -39.8% |
| All | +229.9% | +300.6% | -70.7% | +19.5% |
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