-48.2%
MARA vs AFRM
-25.0%
-23.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.2% | +3.6% |
| 7D | +13.8% | -8.0% | +21.9% | +18.7% |
| 30D | +24.7% | -9.8% | +34.5% | +30.2% |
| 3M | -10.4% | +4.7% | -15.1% | -13.7% |
| 6M | +37.6% | +34.1% | +3.5% | +15.4% |
| YTD | +32.7% | -8.4% | +41.2% | +32.8% |
| 1Y | -25.2% | -22.9% | -2.2% | -19.1% |
| 3Y | +9.3% | +203.3% | -194.0% | -50.4% |
| 5Y | -69.3% | -26.0% | -43.4% | -80.0% |
| All | -48.2% | -25.0% | -23.1% | -67.1% |
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