+123.4%
MRK vs AFRM
-25.1%
+148.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | -1.9% | -7.3% | +5.4% | -1.9% |
| 30D | +2.8% | -9.6% | +12.3% | +2.8% |
| 3M | +15.0% | -11.1% | +26.0% | +15.0% |
| 6M | +30.9% | +3.9% | +27.0% | +30.9% |
| YTD | +42.3% | -8.5% | +50.8% | +42.3% |
| 1Y | +76.1% | +3.3% | +72.8% | +76.1% |
| 3Y | +54.1% | +213.7% | -159.6% | +54.9% |
| 5Y | +109.5% | -58.5% | +168.0% | +107.7% |
| All | +123.4% | -25.1% | +148.5% | +123.8% |
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