+29.4%
MMM vs AFRM
-23.1%
+52.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.4% |
| 7D | -3.3% | -7.0% | +3.6% | -2.7% |
| 30D | -7.0% | -7.8% | +0.8% | -6.4% |
| 3M | +10.8% | +5.3% | +5.5% | +9.9% |
| 6M | +5.8% | +42.6% | -36.9% | +1.6% |
| YTD | +6.8% | -2.8% | +9.6% | +5.9% |
| 1Y | +10.4% | -19.3% | +29.7% | +10.8% |
| 3Y | +104.7% | +231.0% | -126.3% | +72.7% |
| All | +29.4% | -23.1% | +52.5% | +5.3% |
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