-91.3%
MARA vs AFRM
-57.5%
-33.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +3.3% | -7.5% | +10.8% | +7.8% |
| 30D | -31.2% | -15.7% | -15.5% | -24.2% |
| 3M | -34.2% | -9.6% | -24.6% | -31.6% |
| 6M | -48.7% | +6.3% | -55.0% | -51.5% |
| YTD | -26.1% | -8.6% | -17.5% | -26.7% |
| 1Y | -58.2% | -7.6% | -50.6% | -59.0% |
| 3Y | -28.1% | +173.7% | -201.7% | -68.8% |
| 5Y | -91.3% | -56.9% | -34.4% | -91.0% |
| All | -91.3% | -57.5% | -33.8% | -91.0% |
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