+234.3%
MRVL vs AFRM
-27.6%
+261.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.4% | -1.8% |
| 7D | +23.1% | -5.5% | +28.6% | +24.9% |
| 30D | -38.8% | -15.5% | -23.3% | -36.1% |
| 3M | -24.2% | -10.3% | -13.9% | -22.6% |
| 6M | 0.0% | +0.6% | -0.6% | -0.8% |
| YTD | +93.8% | -11.5% | +105.4% | +95.2% |
| 1Y | +84.4% | -16.6% | +101.0% | +88.1% |
| 3Y | +203.6% | +193.5% | +10.1% | +101.8% |
| 5Y | +127.8% | -55.8% | +183.6% | +69.8% |
| All | +234.3% | -27.6% | +261.9% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling