+135.1%
MRK vs AFRM
-18.1%
+153.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -0.9% | +3.1% | -4.0% | -0.9% |
| 30D | +15.5% | -4.2% | +19.7% | +15.5% |
| 3M | +25.1% | +10.1% | +15.0% | +25.1% |
| 6M | +30.1% | +39.4% | -9.3% | +30.0% |
| YTD | +43.1% | -3.2% | +46.3% | +43.1% |
| 1Y | +82.5% | -16.1% | +98.5% | +82.5% |
| 3Y | +49.3% | +220.8% | -171.5% | +49.7% |
| All | +135.1% | -18.1% | +153.1% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling