+151.7%
MO vs AFRM
-25.0%
+176.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | -0.4% |
| 7D | -2.4% | -8.0% | +5.6% | -2.3% |
| 30D | +3.6% | -9.8% | +13.4% | +3.7% |
| 3M | -3.7% | +4.7% | -8.4% | -3.8% |
| 6M | +4.5% | +34.1% | -29.6% | +4.0% |
| YTD | +21.5% | -8.4% | +29.9% | +21.5% |
| 1Y | +9.5% | -22.9% | +32.5% | +9.7% |
| 3Y | +93.6% | +203.3% | -109.7% | +86.6% |
| 5Y | +97.5% | -26.0% | +123.5% | +85.8% |
| All | +151.7% | -25.0% | +176.8% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling