+187.0%
MRVL vs AFRM
-25.1%
+212.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +8.0% | +6.3% |
| 7D | -28.1% | -7.3% | -20.8% | -26.6% |
| 30D | -50.4% | -9.6% | -40.8% | -49.1% |
| 3M | -32.9% | -11.1% | -21.9% | -31.4% |
| 6M | -17.9% | +3.9% | -21.8% | -19.4% |
| YTD | +66.4% | -8.5% | +74.9% | +66.1% |
| 1Y | +51.5% | +3.3% | +48.3% | +46.0% |
| 3Y | +177.9% | +213.7% | -35.8% | +80.6% |
| 5Y | +100.0% | -58.5% | +158.6% | +49.2% |
| All | +187.0% | -25.1% | +212.1% | +93.3% |
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