+65.6%
MMM vs AFRM
-25.4%
+91.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.5% |
| 7D | -2.6% | -10.3% | +7.6% | -1.8% |
| 30D | +17.4% | -13.7% | +31.1% | +18.7% |
| 3M | +3.6% | -11.6% | +15.1% | +4.3% |
| 6M | +33.0% | +2.1% | +30.9% | +32.0% |
| YTD | +19.6% | -8.9% | +28.5% | +19.2% |
| 1Y | +14.0% | -9.7% | +23.8% | +13.5% |
| 3Y | +164.3% | +202.5% | -38.1% | +132.0% |
| 5Y | +49.3% | -55.3% | +104.7% | +25.2% |
| All | +65.6% | -25.4% | +91.0% | +39.5% |
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