+97.3%
MA vs AFRM
-25.4%
+122.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | 0.0% |
| 7D | -1.8% | -10.3% | +8.5% | -0.9% |
| 30D | +11.0% | -13.7% | +24.8% | +12.3% |
| 3M | +17.9% | -11.6% | +29.4% | +18.8% |
| 6M | +33.2% | +2.1% | +31.1% | +32.3% |
| YTD | +16.5% | -8.9% | +25.3% | +16.2% |
| 1Y | +19.1% | -9.7% | +28.8% | +18.7% |
| 3Y | +70.6% | +202.5% | -131.9% | +47.6% |
| 5Y | +92.1% | -55.3% | +147.4% | +61.3% |
| All | +97.3% | -25.4% | +122.6% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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