+160.8%
MMM vs AFRM
+210.7%
-49.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.8% | +4.7% | -2.4% |
| 7D | +5.9% | -6.9% | +12.8% | +6.7% |
| 30D | +14.7% | -7.0% | +21.7% | +15.5% |
| 3M | +3.6% | -11.2% | +14.8% | +4.5% |
| 6M | +32.7% | +4.3% | +28.5% | +31.1% |
| YTD | +18.9% | -6.4% | +25.3% | +18.0% |
| 1Y | +16.4% | -2.6% | +19.0% | +14.6% |
| All | +160.8% | +210.7% | -49.9% | +125.7% |
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