-32.4%
AFRM vs MUB
+3.3%
-35.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | +0.2% |
| 7D | -4.4% | -1.3% | -3.1% | +0.1% |
| 30D | -7.7% | +2.2% | -9.8% | -14.6% |
| 3M | -16.9% | -1.6% | -15.2% | -11.4% |
| 6M | +2.5% | -1.3% | +3.8% | +8.6% |
| YTD | -12.5% | -0.7% | -11.9% | -9.0% |
| 1Y | -11.0% | -0.2% | -10.8% | -8.8% |
| 3Y | +184.6% | +9.6% | +174.9% | +91.0% |
| 5Y | -56.3% | +2.6% | -58.9% | -57.1% |
| All | -32.4% | +3.3% | -35.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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