+253.9%
MAR vs AFRM
-25.4%
+279.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.1% |
| 7D | +1.0% | -10.3% | +11.3% | +2.2% |
| 30D | +16.2% | -13.7% | +29.9% | +17.9% |
| 3M | +23.1% | -11.6% | +34.6% | +24.2% |
| 6M | +22.0% | +2.1% | +19.9% | +20.6% |
| YTD | +39.2% | -8.9% | +48.0% | +38.5% |
| 1Y | +48.3% | -9.7% | +58.0% | +47.3% |
| 3Y | +123.4% | +202.5% | -79.1% | +87.6% |
| 5Y | +185.4% | -55.3% | +240.7% | +136.0% |
| All | +253.9% | -25.4% | +279.2% | +182.2% |
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