+354.3%
MRVL vs AFRM
-20.4%
+374.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.6% | +9.7% | +7.7% |
| 7D | +3.2% | -7.0% | +10.2% | +4.9% |
| 30D | +5.9% | -7.8% | +13.7% | +7.7% |
| 3M | -29.3% | +5.3% | -34.6% | -30.3% |
| 6M | +186.5% | +42.6% | +143.8% | +159.2% |
| YTD | +163.4% | -2.8% | +166.2% | +159.8% |
| 1Y | +249.5% | -19.3% | +268.8% | +256.5% |
| 3Y | +289.4% | +231.0% | +58.4% | +147.2% |
| 5Y | +270.2% | -22.2% | +292.5% | +153.0% |
| All | +354.3% | -20.4% | +374.7% | +202.3% |
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