+52.1%
MCD vs AFRM
-27.4%
+79.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.3% |
| 7D | +7.3% | -8.4% | +15.6% | +7.5% |
| 30D | +20.0% | -18.3% | +38.2% | +20.5% |
| 3M | +3.8% | -12.7% | +16.5% | +4.1% |
| 6M | +3.8% | +3.0% | +0.7% | +3.6% |
| YTD | -5.9% | -11.4% | +5.5% | -5.9% |
| 1Y | -3.2% | -13.3% | +10.1% | -3.2% |
| 3Y | +13.3% | +194.0% | -180.7% | +8.4% |
| 5Y | +25.2% | -50.6% | +75.9% | +20.1% |
| All | +52.1% | -27.4% | +79.5% | +44.3% |
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 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