+207.9%
MS vs AFRM
-16.8%
+224.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.0% | -0.8% | +3.6% |
| 7D | +2.6% | +3.1% | -0.5% | +2.3% |
| 30D | +2.6% | +1.1% | +1.5% | +2.4% |
| 3M | -10.1% | -3.2% | -6.8% | -10.0% |
| 6M | +4.4% | +12.7% | -8.3% | +2.1% |
| YTD | +11.7% | +1.6% | +10.2% | +10.0% |
| 1Y | +20.9% | +5.9% | +15.1% | +18.1% |
| 3Y | +177.1% | +237.0% | -59.9% | +127.5% |
| 5Y | +127.7% | -55.1% | +182.9% | +85.8% |
| All | +207.9% | -16.8% | +224.8% | +145.8% |
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