+187.6%
MO vs AFRM
-27.4%
+215.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.7% |
| 7D | -0.8% | -8.4% | +7.6% | -0.7% |
| 30D | +6.5% | -18.3% | +24.8% | +6.7% |
| 3M | +18.3% | -12.7% | +31.0% | +18.5% |
| 6M | +15.6% | +3.0% | +12.5% | +15.4% |
| YTD | +38.8% | -11.4% | +50.2% | +38.8% |
| 1Y | +41.6% | -13.3% | +54.9% | +41.6% |
| 3Y | +138.2% | +194.0% | -55.8% | +130.0% |
| 5Y | +150.5% | -50.6% | +201.1% | +136.6% |
| All | +187.6% | -27.4% | +215.0% | +169.5% |
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