+35.5%
MDLZ vs AFRM
-23.4%
+58.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | -0.7% |
| 7D | +6.9% | -6.9% | +13.8% | +7.0% |
| 30D | +12.1% | -7.0% | +19.0% | +12.2% |
| 3M | +7.7% | -11.2% | +18.9% | +7.8% |
| 6M | +10.8% | +4.3% | +6.5% | +10.5% |
| YTD | +27.4% | -6.4% | +33.8% | +27.2% |
| 1Y | +23.5% | -2.6% | +26.1% | +23.2% |
| 3Y | +6.2% | +210.6% | -204.4% | +1.3% |
| 5Y | +22.9% | -57.6% | +80.5% | +15.1% |
| All | +35.5% | -23.4% | +58.9% | +27.0% |
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