-58.3%
AFRM vs MOD
+748.9%
-807.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.9% | -4.7% |
| 7D | -7.3% | -25.5% | +18.3% | +3.2% |
| 30D | -9.6% | -49.0% | +39.4% | +18.8% |
| 3M | -11.1% | -49.8% | +38.8% | +16.3% |
| 6M | +3.9% | -64.8% | +68.6% | +53.9% |
| YTD | -8.5% | -27.6% | +19.1% | -11.5% |
| 1Y | +3.3% | -35.2% | +38.5% | +3.8% |
| 3Y | +213.7% | +137.1% | +76.6% | +25.5% |
| All | -58.3% | +748.9% | -807.3% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling