-24.9%
AFRM vs MOD
+1,291.4%
-1,316.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -4.4% |
| 7D | -7.0% | +9.6% | -16.5% | -10.7% |
| 30D | -7.8% | 0.0% | -7.8% | -8.5% |
| 3M | +5.3% | -35.4% | +40.7% | +23.2% |
| 6M | +42.6% | -7.3% | +49.9% | +38.2% |
| YTD | -2.8% | +45.8% | -48.6% | -26.7% |
| 1Y | -19.3% | +43.1% | -62.4% | -40.2% |
| 3Y | +231.0% | +297.7% | -66.7% | +32.7% |
| 5Y | -22.2% | +1,478.8% | -1,501.0% | -86.9% |
| All | -24.9% | +1,291.4% | -1,316.3% | -87.9% |
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 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