+4.7%
MDT vs AFRM
-15.0%
+19.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.8% | +1.2% |
| 7D | +3.2% | -7.0% | +10.2% | +3.3% |
| 30D | +9.5% | -7.8% | +17.3% | +9.6% |
| 3M | +16.0% | +5.3% | +10.7% | +15.8% |
| 6M | +0.2% | +42.6% | -42.4% | -0.6% |
| YTD | -0.3% | -2.8% | +2.5% | -0.3% |
| 1Y | +4.7% | -19.3% | +24.0% | +3.9% |
| All | +4.7% | -15.0% | +19.7% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling