+124.1%
MRK vs AFRM
-25.4%
+149.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.6% |
| 7D | -2.1% | -10.3% | +8.1% | -2.1% |
| 30D | +1.2% | -13.7% | +14.9% | +1.2% |
| 3M | +13.5% | -11.6% | +25.1% | +13.5% |
| 6M | +34.0% | +2.1% | +31.9% | +34.0% |
| YTD | +42.7% | -8.9% | +51.6% | +42.8% |
| 1Y | +66.6% | -9.7% | +76.3% | +66.6% |
| 3Y | +59.1% | +202.5% | -143.4% | +59.8% |
| 5Y | +104.1% | -55.3% | +159.4% | +102.5% |
| All | +124.1% | -25.4% | +149.5% | +124.5% |
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