+63.3%
MMM vs AFRM
-27.6%
+90.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -1.2% |
| 7D | -0.8% | -5.5% | +4.7% | -0.4% |
| 30D | +14.4% | -15.5% | +29.9% | +15.9% |
| 3M | +1.8% | -10.3% | +12.1% | +2.4% |
| 6M | +31.3% | +0.6% | +30.7% | +30.5% |
| YTD | +18.0% | -11.5% | +29.5% | +17.8% |
| 1Y | +10.9% | -16.6% | +27.5% | +11.1% |
| 3Y | +160.6% | +193.5% | -32.9% | +129.3% |
| 5Y | +44.5% | -55.8% | +100.3% | +21.4% |
| All | +63.3% | -27.6% | +90.9% | +37.9% |
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