+64.7%
MMM vs AFRM
-23.4%
+88.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.8% | +4.7% | -2.6% |
| 7D | +5.9% | -6.9% | +12.8% | +6.5% |
| 30D | +14.7% | -7.0% | +21.7% | +15.3% |
| 3M | +3.6% | -11.2% | +14.8% | +4.3% |
| 6M | +32.7% | +4.3% | +28.5% | +31.5% |
| YTD | +18.9% | -6.4% | +25.3% | +18.3% |
| 1Y | +16.4% | -2.6% | +19.0% | +15.1% |
| 3Y | +159.8% | +210.6% | -50.8% | +127.3% |
| 5Y | +47.2% | -57.6% | +104.8% | +23.0% |
| All | +64.7% | -23.4% | +88.0% | +38.4% |
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