+45.3%
MMM vs AFRM
-58.9%
+104.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | +6.2% | -7.3% | +13.5% | +7.0% |
| 30D | +14.2% | -9.6% | +23.8% | +15.2% |
| 3M | +2.9% | -11.1% | +14.0% | +3.7% |
| 6M | +27.6% | +3.9% | +23.7% | +26.1% |
| YTD | +17.3% | -8.5% | +25.8% | +16.7% |
| 1Y | +15.1% | +3.3% | +11.8% | +12.8% |
| 3Y | +157.1% | +213.7% | -56.6% | +115.4% |
| All | +45.3% | -58.9% | +104.2% | +15.2% |
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