+244.0%
MAR vs AFRM
-25.2%
+269.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.2% | -7.5% | +7.7% | +1.0% |
| 30D | +14.0% | -15.7% | +29.7% | +16.0% |
| 3M | +18.1% | -9.6% | +27.7% | +18.9% |
| 6M | +18.6% | +6.3% | +12.3% | +16.8% |
| YTD | +35.3% | -8.6% | +43.9% | +34.6% |
| 1Y | +44.5% | -7.6% | +52.1% | +43.2% |
| 3Y | +120.7% | +173.7% | -52.9% | +87.0% |
| 5Y | +164.1% | -56.9% | +221.0% | +118.6% |
| All | +244.0% | -25.2% | +269.1% | +174.3% |
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