+155.8%
MO vs AFRM
-21.4%
+177.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | +0.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +7.1% | -2.7% | +9.8% | +7.2% |
| 3M | -2.0% | +7.4% | -9.4% | -2.1% |
| 6M | +7.3% | +40.7% | -33.4% | +6.7% |
| YTD | +23.5% | -4.0% | +27.5% | +23.4% |
| 1Y | +11.0% | -12.2% | +23.2% | +11.0% |
| 3Y | +95.0% | +203.1% | -108.1% | +88.0% |
| 5Y | +100.6% | -42.2% | +142.9% | +89.1% |
| All | +155.8% | -21.4% | +177.2% | +139.5% |
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