-29.6%
AFRM vs MTB
+77.6%
-107.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -10.3% | -2.0% | -8.3% | -8.5% |
| 30D | -13.7% | +0.1% | -13.9% | -13.6% |
| 3M | -11.6% | -12.1% | +0.6% | -0.9% |
| 6M | +2.1% | +7.3% | -5.2% | -4.8% |
| YTD | -8.9% | +11.5% | -20.4% | -18.3% |
| 1Y | -9.7% | +21.3% | -31.0% | -25.1% |
| 3Y | +202.5% | +104.1% | +98.3% | +71.6% |
| 5Y | -55.3% | +61.8% | -117.1% | -67.1% |
| All | -29.6% | +77.6% | -107.2% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling