-8.2%
MCHP vs AFRM
-25.2%
+17.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -19.2% | -7.5% | -11.7% | -17.9% |
| 30D | -18.6% | -15.7% | -2.9% | -15.9% |
| 3M | -26.9% | -9.6% | -17.4% | -25.8% |
| 6M | -37.2% | +6.3% | -43.5% | -38.3% |
| YTD | -1.8% | -8.6% | +6.8% | -1.9% |
| 1Y | +12.1% | -7.6% | +19.7% | +11.6% |
| 3Y | -10.0% | +173.7% | -183.7% | -31.8% |
| 5Y | -17.3% | -56.9% | +39.6% | -32.4% |
| All | -8.2% | -25.2% | +17.0% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling