+213.7%
AFRM vs MUB
+11.6%
+202.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.4% |
| 7D | -7.3% | +0.7% | -8.0% | -8.9% |
| 30D | -9.6% | +4.4% | -13.9% | -18.4% |
| 3M | -11.1% | -0.4% | -10.6% | -10.0% |
| 6M | +3.9% | -0.9% | +4.7% | +6.6% |
| YTD | -8.5% | +0.1% | -8.6% | -7.4% |
| 1Y | +3.3% | +0.5% | +2.8% | +3.9% |
| 3Y | +213.7% | +11.7% | +202.0% | +171.4% |
| All | +213.7% | +11.6% | +202.2% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling