+358.1%
MRVL vs AFRM
-20.7%
+378.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +7.1% | +3.1% | +4.1% | +6.2% |
| 30D | +3.1% | -4.2% | +7.3% | +3.8% |
| 3M | -21.9% | +10.1% | -32.1% | -24.1% |
| 6M | +151.8% | +39.4% | +112.4% | +129.4% |
| YTD | +165.6% | -3.2% | +168.8% | +162.2% |
| 1Y | +242.3% | -16.1% | +258.3% | +245.8% |
| 3Y | +308.2% | +220.8% | +87.4% | +161.2% |
| 5Y | +280.4% | -17.7% | +298.0% | +158.2% |
| All | +358.1% | -20.7% | +378.8% | +205.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling