+47.8%
MMM vs AFRM
-20.4%
+68.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.4% |
| 7D | -3.3% | -7.0% | +3.6% | -2.8% |
| 30D | -7.0% | -7.8% | +0.8% | -6.5% |
| 3M | +10.8% | +5.3% | +5.5% | +10.0% |
| 6M | +5.8% | +42.6% | -36.9% | +2.1% |
| YTD | +6.8% | -2.8% | +9.6% | +6.0% |
| 1Y | +10.4% | -19.3% | +29.7% | +10.8% |
| 3Y | +104.7% | +231.0% | -126.3% | +77.9% |
| 5Y | +23.6% | -22.2% | +45.8% | +4.1% |
| All | +47.8% | -20.4% | +68.2% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling