-90.0%
MARA vs AFL
+636.7%
-726.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | +13.8% | -2.1% | +16.0% | +15.5% |
| 30D | +24.7% | -5.4% | +30.1% | +28.7% |
| 3M | -10.4% | -0.3% | -10.2% | -11.5% |
| 6M | +37.6% | +5.2% | +32.4% | +30.1% |
| YTD | +32.7% | +5.7% | +27.1% | +23.5% |
| 1Y | -25.2% | +10.2% | -35.4% | -32.9% |
| 3Y | +9.3% | +63.4% | -54.2% | -27.9% |
| 5Y | -69.3% | +133.0% | -202.4% | -84.2% |
| 10Y | -73.6% | +299.5% | -373.1% | -92.0% |
| All | -90.0% | +636.7% | -726.7% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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