+72.4%
MTUM vs AFRM
-28.4%
+100.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | +6.6% | -4.4% | +11.0% | +7.1% |
| 30D | -10.8% | -7.7% | -3.2% | -10.1% |
| 3M | -13.8% | -16.9% | +3.1% | -12.4% |
| 6M | -10.7% | +2.5% | -13.2% | -11.4% |
| YTD | +9.1% | -12.5% | +21.6% | +9.2% |
| 1Y | +11.4% | -11.0% | +22.4% | +11.2% |
| 3Y | +88.8% | +184.6% | -95.8% | +62.0% |
| 5Y | +51.7% | -56.3% | +108.0% | +36.4% |
| All | +72.4% | -28.4% | +100.8% | +48.4% |
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