+134.0%
MET vs AFRM
-25.1%
+159.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | -1.2% | -7.3% | +6.1% | -0.6% |
| 30D | +3.2% | -9.6% | +12.8% | +3.9% |
| 3M | -1.1% | -11.1% | +10.0% | -0.4% |
| 6M | +25.0% | +3.9% | +21.2% | +23.9% |
| YTD | +27.9% | -8.5% | +36.4% | +27.4% |
| 1Y | +32.9% | +3.3% | +29.6% | +30.9% |
| 3Y | +78.8% | +213.7% | -134.9% | +59.0% |
| 5Y | +79.6% | -58.5% | +138.1% | +57.5% |
| All | +134.0% | -25.1% | +159.0% | +104.9% |
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 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