-69.7%
MARA vs AFRM
-21.5%
-48.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.1% |
| 7D | +6.0% | -7.0% | +13.0% | +10.0% |
| 30D | +0.6% | -7.8% | +8.4% | +4.3% |
| 3M | -18.5% | +5.3% | -23.8% | -21.4% |
| 6M | +21.7% | +42.6% | -20.9% | -1.8% |
| YTD | +25.9% | -2.8% | +28.7% | +22.2% |
| 1Y | -25.1% | -19.3% | -5.8% | -20.8% |
| 3Y | -5.7% | +231.0% | -236.7% | -60.7% |
| All | -69.7% | -21.5% | -48.2% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling