+95.8%
MA vs AFRM
-23.4%
+119.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.8% | +5.4% | -1.8% |
| 7D | +3.2% | -6.9% | +10.1% | +3.8% |
| 30D | +15.9% | -7.0% | +22.9% | +16.6% |
| 3M | +15.2% | -11.2% | +26.4% | +16.0% |
| 6M | +32.4% | +4.3% | +28.1% | +31.2% |
| YTD | +15.6% | -6.4% | +22.0% | +15.1% |
| 1Y | +19.3% | -2.6% | +21.9% | +18.1% |
| 3Y | +73.0% | +210.6% | -137.6% | +49.2% |
| 5Y | +93.7% | -57.6% | +151.3% | +62.3% |
| All | +95.8% | -23.4% | +119.2% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling