+194.0%
AFRM vs MUB
+10.5%
+183.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.0% |
| 7D | -8.4% | +0.6% | -9.0% | -9.9% |
| 30D | -18.3% | +3.4% | -21.7% | -25.3% |
| 3M | -12.7% | -0.7% | -12.0% | -10.9% |
| 6M | +3.0% | -1.0% | +4.0% | +6.4% |
| YTD | -11.4% | 0.0% | -11.4% | -10.0% |
| 1Y | -13.3% | +0.4% | -13.7% | -12.5% |
| 3Y | +194.0% | +10.5% | +183.5% | +74.0% |
| All | +194.0% | +10.5% | +183.5% | +74.0% |
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