+248.9%
MAR vs AFRM
-28.4%
+277.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | +1.6% | -4.4% | +6.0% | +2.1% |
| 30D | +13.8% | -7.7% | +21.5% | +14.7% |
| 3M | +20.3% | -16.9% | +37.1% | +22.3% |
| 6M | +21.3% | +2.5% | +18.8% | +20.0% |
| YTD | +37.2% | -12.5% | +49.7% | +37.1% |
| 1Y | +48.4% | -11.0% | +59.5% | +47.8% |
| 3Y | +120.1% | +184.6% | -64.4% | +86.1% |
| 5Y | +182.1% | -56.3% | +238.4% | +134.3% |
| All | +248.9% | -28.4% | +277.3% | +179.5% |
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