+18.1%
AFRM vs MULL
+1,100.2%
-1,082.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.3% | -12.4% | -1.8% |
| 7D | -7.5% | -27.1% | +19.6% | -4.6% |
| 30D | -15.7% | -54.2% | +38.5% | -7.7% |
| 3M | -9.6% | -42.0% | +32.4% | -5.8% |
| 6M | +6.3% | -43.5% | +49.8% | -0.4% |
| YTD | -8.6% | +199.9% | -208.5% | -44.9% |
| 1Y | -7.6% | +292.8% | -300.4% | -49.4% |
| All | +18.1% | +1,100.2% | -1,082.0% | -63.2% |
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