+400.9%
MCK vs AFRM
-20.7%
+421.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -1.9% | +3.1% | -5.0% | -1.9% |
| 30D | +2.4% | -4.2% | +6.6% | +2.3% |
| 3M | +16.1% | +10.1% | +6.0% | +16.2% |
| 6M | -3.1% | +39.4% | -42.5% | -2.8% |
| YTD | +8.7% | -3.2% | +11.9% | +8.8% |
| 1Y | +28.1% | -16.1% | +44.1% | +28.1% |
| 3Y | +114.1% | +220.8% | -106.7% | +114.0% |
| 5Y | +342.5% | -17.7% | +360.2% | +347.1% |
| All | +400.9% | -20.7% | +421.6% | +409.8% |
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