+73.1%
MA vs AFRM
-23.1%
+96.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.9% |
| 7D | -2.7% | -7.0% | +4.3% | -2.0% |
| 30D | +1.5% | -7.8% | +9.3% | +2.2% |
| 3M | +20.4% | +5.3% | +15.1% | +19.4% |
| 6M | +11.1% | +42.6% | -31.5% | +6.7% |
| YTD | +2.0% | -2.8% | +4.8% | +1.2% |
| 1Y | -2.2% | -19.3% | +17.2% | -1.6% |
| 3Y | +41.9% | +231.0% | -189.1% | +17.3% |
| All | +73.1% | -23.1% | +96.1% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling