+16.3%
MO vs AFRM
+7.5%
+8.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.6% |
| 7D | -0.8% | -10.3% | +9.5% | -1.7% |
| 30D | +8.0% | -13.7% | +21.7% | +6.5% |
| 3M | +20.9% | -11.6% | +32.5% | +19.4% |
| 6M | +16.3% | +2.1% | +14.2% | +20.2% |
| All | +16.3% | +7.5% | +8.8% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling