+95.8%
MA vs AFRM
-25.2%
+121.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.3% | -7.5% | +7.2% | +0.3% |
| 30D | +11.3% | -15.7% | +27.0% | +12.8% |
| 3M | +16.7% | -9.6% | +26.3% | +17.4% |
| 6M | +32.8% | +6.3% | +26.5% | +31.4% |
| YTD | +15.6% | -8.6% | +24.2% | +15.3% |
| 1Y | +19.6% | -7.6% | +27.2% | +19.0% |
| 3Y | +72.1% | +173.7% | -101.6% | +50.1% |
| 5Y | +96.0% | -56.9% | +152.9% | +64.6% |
| All | +95.8% | -25.2% | +121.0% | +66.1% |
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