+243.4%
MAR vs AFRM
-25.1%
+268.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +4.3% | -7.3% | +11.6% | +5.1% |
| 30D | +16.8% | -9.6% | +26.4% | +17.9% |
| 3M | +16.0% | -11.1% | +27.1% | +17.1% |
| 6M | +16.5% | +3.9% | +12.6% | +15.0% |
| YTD | +35.0% | -8.5% | +43.5% | +34.3% |
| 1Y | +49.4% | +3.3% | +46.1% | +46.2% |
| 3Y | +124.1% | +213.7% | -89.7% | +87.3% |
| 5Y | +159.2% | -58.5% | +217.7% | +114.7% |
| All | +243.4% | -25.1% | +268.5% | +173.8% |
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