+125.0%
MRK vs AFRM
-28.4%
+153.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +0.7% | -4.4% | +5.1% | +0.7% |
| 30D | +0.3% | -7.7% | +7.9% | +0.3% |
| 3M | +9.7% | -16.9% | +26.5% | +9.6% |
| 6M | +32.0% | +2.5% | +29.5% | +32.0% |
| YTD | +43.3% | -12.5% | +55.8% | +43.3% |
| 1Y | +63.7% | -11.0% | +74.7% | +63.7% |
| 3Y | +58.0% | +184.6% | -126.6% | +58.8% |
| 5Y | +105.0% | -56.3% | +161.3% | +103.4% |
| All | +125.0% | -28.4% | +153.3% | +125.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling