-23.9%
MARA vs AFRM
+192.6%
-216.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.3% |
| 7D | +10.1% | -4.4% | +14.5% | +12.6% |
| 30D | -15.1% | -7.7% | -7.4% | -11.5% |
| 3M | -24.1% | -16.9% | -7.2% | -17.5% |
| 6M | -45.2% | +2.5% | -47.7% | -46.9% |
| YTD | -22.2% | -12.5% | -9.6% | -20.5% |
| 1Y | -45.3% | -11.0% | -34.3% | -45.0% |
| 3Y | -23.9% | +184.6% | -208.4% | -67.2% |
| All | -23.9% | +192.6% | -216.5% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling