+185.6%
MO vs AFRM
-25.2%
+210.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.8% | -7.5% | +5.8% | -1.7% |
| 30D | +5.8% | -15.7% | +21.5% | +5.9% |
| 3M | +12.7% | -9.6% | +22.3% | +12.8% |
| 6M | +14.8% | +6.3% | +8.5% | +14.6% |
| YTD | +37.8% | -8.6% | +46.4% | +37.8% |
| 1Y | +39.5% | -7.6% | +47.1% | +39.4% |
| 3Y | +136.1% | +173.7% | -37.6% | +128.2% |
| 5Y | +148.5% | -56.9% | +205.4% | +134.8% |
| All | +185.6% | -25.2% | +210.7% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling