+116.0%
MTUM vs AFRM
+195.1%
-79.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.6% | +0.9% |
| 7D | +4.1% | -8.0% | +12.1% | +5.2% |
| 30D | +0.6% | -9.8% | +10.4% | +1.7% |
| 3M | -0.6% | +4.7% | -5.3% | -1.6% |
| 6M | +25.3% | +34.1% | -8.8% | +19.8% |
| YTD | +23.8% | -8.4% | +32.2% | +23.4% |
| 1Y | +25.4% | -22.9% | +48.3% | +26.8% |
| All | +116.0% | +195.1% | -79.1% | +85.5% |
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