+18.3%
AFRM vs MULL
+968.6%
-950.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.1% | -11.3% | -3.5% |
| 7D | -7.3% | -42.7% | +35.4% | -1.0% |
| 30D | -9.6% | -63.8% | +54.2% | +2.3% |
| 3M | -11.1% | -49.0% | +38.0% | -5.5% |
| 6M | +3.9% | -38.2% | +42.0% | -5.6% |
| YTD | -8.5% | +167.0% | -175.5% | -43.8% |
| 1Y | +3.3% | +247.7% | -244.5% | -42.4% |
| All | +18.3% | +968.6% | -950.3% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling