-24.9%
AFRM vs MTB
+93.5%
-118.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -7.0% | +1.7% | -8.7% | -8.3% |
| 30D | -7.8% | -4.2% | -3.6% | -4.3% |
| 3M | +5.3% | +8.9% | -3.6% | -3.0% |
| 6M | +42.6% | +10.9% | +31.8% | +28.8% |
| YTD | -2.8% | +21.5% | -24.3% | -19.3% |
| 1Y | -19.3% | +21.9% | -41.2% | -33.3% |
| 3Y | +231.0% | +109.2% | +121.7% | +82.3% |
| 5Y | -22.2% | +102.0% | -124.2% | -46.3% |
| All | -24.9% | +93.5% | -118.4% | -49.3% |
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