+85.0%
MET vs AFRM
+192.6%
-107.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +4.5% | -4.4% | +8.9% | +5.0% |
| 30D | +3.5% | -7.7% | +11.2% | +4.5% |
| 3M | +5.9% | -16.9% | +22.8% | +8.1% |
| 6M | +33.1% | +2.5% | +30.6% | +31.3% |
| YTD | +33.6% | -12.5% | +46.1% | +33.2% |
| 1Y | +32.7% | -11.0% | +43.7% | +31.8% |
| 3Y | +85.0% | +184.6% | -99.5% | +59.0% |
| All | +85.0% | +192.6% | -107.6% | +59.0% |
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 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