+49.7%
MMM vs AFRM
-60.1%
+109.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.7% |
| 7D | +7.0% | -8.4% | +15.3% | +7.9% |
| 30D | +18.4% | -18.3% | +36.7% | +20.7% |
| 3M | +4.5% | -12.7% | +17.2% | +5.5% |
| 6M | +33.4% | +3.0% | +30.4% | +32.0% |
| YTD | +20.0% | -11.4% | +31.3% | +19.7% |
| 1Y | +15.0% | -13.3% | +28.4% | +14.8% |
| 3Y | +165.0% | +194.0% | -29.0% | +122.8% |
| All | +49.7% | -60.1% | +109.8% | +21.8% |
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