-29.4%
AFRM vs MTB
+79.7%
-109.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -2.2% |
| 7D | -7.5% | -0.8% | -6.8% | -6.8% |
| 30D | -15.7% | +2.4% | -18.1% | -17.3% |
| 3M | -9.6% | -10.5% | +0.9% | -0.3% |
| 6M | +6.3% | +6.4% | -0.1% | -0.3% |
| YTD | -8.6% | +12.8% | -21.4% | -18.9% |
| 1Y | -7.6% | +23.3% | -30.9% | -24.4% |
| 3Y | +173.7% | +108.2% | +65.4% | +52.5% |
| 5Y | -56.9% | +68.6% | -125.5% | -68.4% |
| All | -29.4% | +79.7% | -109.1% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling