+79.7%
MTUM vs AFRM
-22.6%
+102.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.6% | +0.8% |
| 7D | +4.1% | -8.0% | +12.1% | +5.0% |
| 30D | +0.6% | -9.8% | +10.4% | +1.6% |
| 3M | -0.6% | +4.7% | -5.3% | -1.5% |
| 6M | +25.3% | +34.1% | -8.8% | +20.7% |
| YTD | +23.8% | -8.4% | +32.2% | +23.6% |
| 1Y | +25.4% | -22.9% | +48.3% | +26.7% |
| 3Y | +117.3% | +203.3% | -86.0% | +82.9% |
| 5Y | +79.7% | -26.0% | +105.6% | +57.1% |
| All | +79.7% | -22.6% | +102.2% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling