+98.0%
MO vs AFRM
+235.6%
-137.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.9% |
| 7D | +0.3% | -7.0% | +7.3% | +0.3% |
| 30D | +0.6% | -7.8% | +8.4% | +0.6% |
| 3M | -1.0% | +5.3% | -6.3% | -0.9% |
| 6M | +4.3% | +42.6% | -38.3% | +4.5% |
| YTD | +23.3% | -2.8% | +26.1% | +23.6% |
| 1Y | +10.5% | -19.3% | +29.8% | +10.9% |
| All | +98.0% | +235.6% | -137.6% | +92.2% |
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