+123.7%
MRK vs AFRM
-27.6%
+151.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | -0.2% |
| 7D | 0.0% | -5.5% | +5.5% | 0.0% |
| 30D | +3.5% | -15.5% | +19.0% | +3.5% |
| 3M | +11.2% | -10.3% | +21.5% | +11.2% |
| 6M | +32.5% | +0.6% | +31.9% | +32.5% |
| YTD | +42.5% | -11.5% | +54.0% | +42.5% |
| 1Y | +65.4% | -16.6% | +82.0% | +65.5% |
| 3Y | +58.8% | +193.5% | -134.7% | +59.6% |
| 5Y | +103.9% | -55.8% | +159.7% | +102.3% |
| All | +123.7% | -27.6% | +151.3% | +124.1% |
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