+97.2%
MO vs AFRM
-21.7%
+118.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -2.0% | +3.1% | -5.1% | -2.0% |
| 30D | -0.3% | -4.2% | +3.9% | -0.2% |
| 3M | -2.9% | +10.1% | -13.1% | -3.1% |
| 6M | +5.8% | +39.4% | -33.6% | +5.2% |
| YTD | +22.0% | -3.2% | +25.2% | +22.0% |
| 1Y | +10.7% | -16.1% | +26.7% | +10.8% |
| 3Y | +94.4% | +220.8% | -126.4% | +86.6% |
| 5Y | +97.2% | -17.7% | +114.8% | +79.2% |
| All | +97.2% | -21.7% | +118.9% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling