+33.9%
MDLZ vs AFRM
-25.1%
+59.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.2% |
| 7D | +1.7% | -7.3% | +9.0% | +1.8% |
| 30D | +11.2% | -9.6% | +20.7% | +11.3% |
| 3M | +6.1% | -11.1% | +17.2% | +6.3% |
| 6M | +8.6% | +3.9% | +4.7% | +8.3% |
| YTD | +25.8% | -8.5% | +34.3% | +25.7% |
| 1Y | +21.7% | +3.3% | +18.4% | +21.2% |
| 3Y | +5.8% | +213.7% | -207.9% | +0.9% |
| 5Y | +21.4% | -58.5% | +79.9% | +13.8% |
| All | +33.9% | -25.1% | +59.0% | +25.5% |
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