+78.8%
MET vs AFRM
+203.8%
-125.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.2% |
| 7D | -1.2% | -7.3% | +6.1% | -0.2% |
| 30D | +3.2% | -9.6% | +12.8% | +4.4% |
| 3M | -1.1% | -11.1% | +10.0% | 0.0% |
| 6M | +25.0% | +3.9% | +21.2% | +23.2% |
| YTD | +27.9% | -8.5% | +36.4% | +26.9% |
| 1Y | +32.9% | +3.3% | +29.6% | +29.4% |
| 3Y | +78.8% | +213.7% | -134.9% | +57.8% |
| All | +78.8% | +203.8% | -125.0% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling