-21.6%
AFRM vs MOD
+604.5%
-626.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -21.4% | +26.5% | +13.7% |
| 7D | +3.1% | -31.3% | +34.4% | +17.8% |
| 30D | +1.1% | -46.1% | +47.2% | +27.4% |
| 3M | -3.2% | -51.1% | +47.9% | +25.6% |
| 6M | +12.7% | -62.1% | +74.7% | +57.2% |
| YTD | +1.6% | -26.2% | +27.7% | -1.3% |
| 1Y | +5.9% | -32.6% | +38.4% | +5.6% |
| 3Y | +237.0% | +133.8% | +103.2% | +62.7% |
| 5Y | -55.1% | +792.8% | -847.9% | -90.3% |
| All | -21.6% | +604.5% | -626.1% | -83.8% |
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