+22.2%
MDLZ vs AFRM
-58.9%
+81.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | +0.2% |
| 7D | -1.0% | -10.3% | +9.2% | -0.8% |
| 30D | +7.9% | -13.7% | +21.7% | +8.2% |
| 3M | +8.9% | -11.6% | +20.5% | +9.1% |
| 6M | +10.5% | +2.1% | +8.4% | +10.2% |
| YTD | +27.1% | -8.9% | +36.0% | +27.0% |
| 1Y | +20.9% | -9.7% | +30.6% | +20.8% |
| 3Y | +5.5% | +202.5% | -196.9% | -0.6% |
| 5Y | +22.2% | -55.3% | +77.6% | +9.8% |
| All | +22.2% | -58.9% | +81.2% | +9.8% |
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 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