+127.5%
MRK vs AFRM
-20.4%
+147.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.3% |
| 7D | +1.3% | -7.0% | +8.3% | +1.3% |
| 30D | +17.1% | -7.8% | +24.9% | +17.1% |
| 3M | +25.9% | +5.3% | +20.6% | +25.9% |
| 6M | +26.8% | +42.6% | -15.8% | +26.8% |
| YTD | +44.9% | -2.8% | +47.7% | +45.0% |
| 1Y | +84.8% | -19.3% | +104.1% | +84.9% |
| 3Y | +50.1% | +231.0% | -180.9% | +50.9% |
| 5Y | +127.4% | -22.2% | +149.7% | +127.8% |
| All | +127.5% | -20.4% | +147.9% | +127.9% |
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 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