+177.5%
MAR vs AFRM
-20.4%
+197.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.4% |
| 7D | -4.2% | -7.0% | +2.8% | -3.4% |
| 30D | -6.7% | -7.8% | +1.1% | -6.0% |
| 3M | -12.5% | +5.3% | -17.8% | -13.4% |
| 6M | +0.6% | +42.6% | -42.1% | -4.1% |
| YTD | +9.1% | -2.8% | +11.9% | +8.1% |
| 1Y | +26.2% | -19.3% | +45.5% | +26.9% |
| 3Y | +68.2% | +231.0% | -162.8% | +39.3% |
| 5Y | +163.9% | -22.2% | +186.2% | +114.9% |
| All | +177.5% | -20.4% | +197.9% | +120.3% |
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 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