+126.0%
MET vs AFRM
-20.7%
+146.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +1.1% | +3.1% | -1.9% | +0.9% |
| 30D | -2.3% | -4.2% | +1.9% | -2.1% |
| 3M | +13.9% | +10.1% | +3.8% | +12.7% |
| 6M | +34.8% | +39.4% | -4.6% | +30.5% |
| YTD | +23.5% | -3.2% | +26.7% | +22.7% |
| 1Y | +23.4% | -16.1% | +39.5% | +23.4% |
| 3Y | +64.9% | +220.8% | -155.9% | +46.0% |
| 5Y | +82.0% | -17.7% | +99.7% | +58.1% |
| All | +126.0% | -20.7% | +146.7% | +97.4% |
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