-29.3%
AFRM vs MTB
+75.6%
-105.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.4% |
| 7D | -7.3% | -1.3% | -5.9% | -6.0% |
| 30D | -9.6% | +0.5% | -10.1% | -9.7% |
| 3M | -11.1% | -12.4% | +1.3% | 0.0% |
| 6M | +3.9% | +1.5% | +2.4% | +1.7% |
| YTD | -8.5% | +10.3% | -18.8% | -17.1% |
| 1Y | +3.3% | +22.2% | -18.9% | -14.8% |
| 3Y | +213.7% | +96.9% | +116.8% | +82.7% |
| 5Y | -58.5% | +64.3% | -122.8% | -69.0% |
| All | -29.3% | +75.6% | -105.0% | -48.0% |
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