+142.5%
MET vs AFRM
-27.6%
+170.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | +2.1% | -5.5% | +7.6% | +2.6% |
| 30D | +1.8% | -15.5% | +17.3% | +3.1% |
| 3M | +6.0% | -10.3% | +16.3% | +6.7% |
| 6M | +31.1% | +0.6% | +30.5% | +30.3% |
| YTD | +32.6% | -11.5% | +44.1% | +32.4% |
| 1Y | +30.5% | -16.6% | +47.1% | +30.7% |
| 3Y | +83.6% | +193.5% | -110.0% | +64.1% |
| 5Y | +84.2% | -55.8% | +140.0% | +61.9% |
| All | +142.5% | -27.6% | +170.1% | +113.0% |
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