+196.2%
MO vs AFRM
-28.4%
+224.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | +3.3% | -4.4% | +7.7% | +3.4% |
| 30D | +7.5% | -7.7% | +15.2% | +7.6% |
| 3M | +22.8% | -16.9% | +39.6% | +22.9% |
| 6M | +13.4% | +2.5% | +10.9% | +13.2% |
| YTD | +43.0% | -12.5% | +55.5% | +43.0% |
| 1Y | +45.2% | -11.0% | +56.3% | +45.2% |
| 3Y | +145.5% | +184.6% | -39.0% | +137.1% |
| 5Y | +157.1% | -56.3% | +213.4% | +142.9% |
| All | +196.2% | -28.4% | +224.6% | +177.6% |
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