+86.4%
MET vs AFRM
-23.1%
+109.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.4% |
| 7D | +1.2% | -7.0% | +8.1% | +1.8% |
| 30D | +1.4% | -7.8% | +9.2% | +2.0% |
| 3M | +17.7% | +5.3% | +12.4% | +16.7% |
| 6M | +35.0% | +42.6% | -7.7% | +29.9% |
| YTD | +26.3% | -2.8% | +29.1% | +25.3% |
| 1Y | +22.8% | -19.3% | +42.1% | +23.3% |
| 3Y | +65.9% | +231.0% | -165.0% | +43.9% |
| All | +86.4% | -23.1% | +109.5% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling