-71.1%
MARA vs AFRM
-25.2%
-46.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +3.3% | -7.5% | +10.8% | +7.5% |
| 30D | -31.2% | -15.7% | -15.5% | -24.8% |
| 3M | -34.2% | -9.6% | -24.6% | -31.8% |
| 6M | -48.7% | +6.3% | -55.0% | -51.1% |
| YTD | -26.1% | -8.6% | -17.5% | -26.4% |
| 1Y | -58.2% | -7.6% | -50.6% | -58.8% |
| 3Y | -28.1% | +173.7% | -201.7% | -65.1% |
| 5Y | -91.3% | -56.9% | -34.4% | -93.0% |
| All | -71.1% | -25.2% | -46.0% | -81.8% |
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 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