-56.0%
AFRM vs MTB
+61.4%
-117.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.8% |
| 7D | -4.4% | +1.5% | -6.0% | -6.0% |
| 30D | -7.7% | +2.3% | -10.0% | -9.8% |
| 3M | -16.9% | -12.1% | -4.7% | -4.7% |
| 6M | +2.5% | +9.8% | -7.3% | -8.4% |
| YTD | -12.5% | +12.0% | -24.5% | -24.1% |
| 1Y | -11.0% | +22.0% | -33.1% | -30.0% |
| 3Y | +184.6% | +107.6% | +77.0% | +31.3% |
| All | -56.0% | +61.4% | -117.4% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling