+157.1%
MMM vs AFRM
+203.8%
-46.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | +6.2% | -7.3% | +13.5% | +7.1% |
| 30D | +14.2% | -9.6% | +23.8% | +15.3% |
| 3M | +2.9% | -11.1% | +14.0% | +3.8% |
| 6M | +27.6% | +3.9% | +23.7% | +26.0% |
| YTD | +17.3% | -8.5% | +25.8% | +16.6% |
| 1Y | +15.1% | +3.3% | +11.8% | +12.6% |
| 3Y | +157.1% | +213.7% | -56.6% | +123.1% |
| All | +157.1% | +203.8% | -46.7% | +123.1% |
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