+145.5%
MO vs AFRM
+192.6%
-47.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | +3.3% | -4.4% | +7.7% | +3.3% |
| 30D | +7.5% | -7.7% | +15.2% | +7.4% |
| 3M | +22.8% | -16.9% | +39.6% | +22.5% |
| 6M | +13.4% | +2.5% | +10.9% | +13.4% |
| YTD | +43.0% | -12.5% | +55.5% | +43.4% |
| 1Y | +45.2% | -11.0% | +56.3% | +45.6% |
| 3Y | +145.5% | +184.6% | -39.0% | +135.1% |
| All | +145.5% | +192.6% | -47.1% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling