+54.8%
MTUM vs AFRM
-55.6%
+110.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | +0.5% |
| 7D | +10.8% | -5.5% | +16.3% | +11.5% |
| 30D | -11.4% | -15.5% | +4.1% | -9.8% |
| 3M | -11.7% | -10.3% | -1.4% | -10.9% |
| 6M | -8.2% | +0.6% | -8.8% | -8.9% |
| YTD | +11.3% | -11.5% | +22.8% | +11.3% |
| 1Y | +11.0% | -16.6% | +27.6% | +11.6% |
| 3Y | +93.2% | +193.5% | -100.3% | +62.4% |
| 5Y | +54.8% | -55.8% | +110.6% | +52.6% |
| All | +54.8% | -55.6% | +110.3% | +52.6% |
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