+49.4%
MAR vs AFRM
-4.3%
+53.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | +4.3% | -7.3% | +11.6% | +5.2% |
| 30D | +16.8% | -9.6% | +26.4% | +18.0% |
| 3M | +16.0% | -11.1% | +27.1% | +17.2% |
| 6M | +16.5% | +3.9% | +12.6% | +14.3% |
| YTD | +35.0% | -8.5% | +43.5% | +30.9% |
| 1Y | +49.4% | +3.3% | +46.1% | +41.9% |
| All | +49.4% | -4.3% | +53.6% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling