+25.2%
AFRM vs MULL
+2,481.0%
-2,455.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.1% |
| 7D | +3.1% | +14.0% | -10.9% | +1.0% |
| 30D | -4.2% | +24.8% | -29.0% | -8.1% |
| 3M | +10.1% | -16.1% | +26.2% | +4.7% |
| 6M | +39.4% | +330.9% | -291.5% | -9.7% |
| YTD | -3.2% | +545.0% | -548.2% | -46.2% |
| 1Y | -16.1% | +2,427.1% | -2,443.2% | -70.2% |
| All | +25.2% | +2,481.0% | -2,455.9% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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