+220.9%
AFRM vs MOD
+116.8%
+104.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -7.3% | -0.6% | -5.2% |
| 7D | -6.9% | -34.2% | +27.2% | +6.4% |
| 30D | -7.0% | -51.9% | +44.9% | +19.3% |
| 3M | -11.2% | -53.0% | +41.8% | +13.8% |
| 6M | +4.3% | -66.4% | +70.6% | +47.5% |
| YTD | -6.4% | -31.5% | +25.1% | -7.7% |
| 1Y | -2.6% | -39.6% | +37.0% | +0.3% |
| All | +220.9% | +116.8% | +104.0% | +71.0% |
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