+20.0%
MTUM vs AFRM
-24.5%
+44.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +1.2% | -8.5% | +9.7% | +2.5% |
| 30D | -1.7% | -11.4% | +9.7% | -0.2% |
| 3M | -0.5% | +8.2% | -8.7% | -2.3% |
| 6M | +22.3% | +36.6% | -14.3% | +15.4% |
| YTD | +21.4% | -8.7% | +30.0% | +19.9% |
| 1Y | +20.0% | -19.9% | +39.9% | +19.0% |
| All | +20.0% | -24.5% | +44.5% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling