+38.7%
MDT vs AFRM
+7.5%
+31.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -0.1% |
| 7D | -3.2% | -10.3% | +7.1% | -2.9% |
| 30D | +10.5% | -13.7% | +24.3% | +10.7% |
| 3M | +13.0% | -11.6% | +24.5% | +13.2% |
| 6M | +38.7% | +2.1% | +36.6% | +40.0% |
| All | +38.7% | +7.5% | +31.1% | +40.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling