+142.1%
MET vs AFRM
-25.2%
+167.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.3% | -7.5% | +8.9% | +1.9% |
| 30D | +4.0% | -15.7% | +19.7% | +5.3% |
| 3M | +4.6% | -9.6% | +14.2% | +5.2% |
| 6M | +32.8% | +6.3% | +26.5% | +31.4% |
| YTD | +32.3% | -8.6% | +40.9% | +31.8% |
| 1Y | +37.1% | -7.6% | +44.7% | +36.4% |
| 3Y | +86.8% | +173.7% | -86.8% | +67.5% |
| 5Y | +87.4% | -56.9% | +144.3% | +64.3% |
| All | +142.1% | -25.2% | +167.2% | +112.0% |
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 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