+92.6%
MTUM vs AFRM
+195.9%
-103.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | +0.5% |
| 7D | +10.8% | -5.5% | +16.3% | +11.6% |
| 30D | -11.4% | -15.5% | +4.1% | -9.5% |
| 3M | -11.7% | -10.3% | -1.4% | -10.8% |
| 6M | -8.2% | +0.6% | -8.8% | -9.0% |
| YTD | +11.3% | -11.5% | +22.8% | +11.2% |
| 1Y | +11.0% | -16.6% | +27.6% | +11.6% |
| All | +92.6% | +195.9% | -103.3% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling