+43.4%
MMM vs AFRM
-56.8%
+100.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -0.4% | -4.4% | +4.0% | +0.1% |
| 30D | +12.1% | -7.7% | +19.8% | +13.0% |
| 3M | +1.4% | -16.9% | +18.3% | +3.0% |
| 6M | +26.6% | +2.5% | +24.1% | +25.3% |
| YTD | +16.8% | -12.5% | +29.3% | +16.7% |
| 1Y | +10.1% | -11.0% | +21.1% | +9.6% |
| 3Y | +158.4% | +184.6% | -26.2% | +117.9% |
| All | +43.4% | -56.8% | +100.1% | +16.9% |
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