-27.7%
AFRM vs MOD
+553.3%
-581.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -7.3% | -0.6% | -4.9% |
| 7D | -6.9% | -34.2% | +27.2% | +8.3% |
| 30D | -7.0% | -51.9% | +44.9% | +22.9% |
| 3M | -11.2% | -53.0% | +41.8% | +17.2% |
| 6M | +4.3% | -66.4% | +70.6% | +53.3% |
| YTD | -6.4% | -31.5% | +25.1% | -6.1% |
| 1Y | -2.6% | -39.6% | +37.0% | +2.1% |
| 3Y | +210.6% | +116.8% | +93.7% | +54.8% |
| 5Y | -57.6% | +713.8% | -771.4% | -90.6% |
| All | -27.7% | +553.3% | -581.0% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling