+92.9%
MTUM vs AFRM
-20.4%
+113.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.1% |
| 7D | +1.7% | -7.0% | +8.7% | +2.4% |
| 30D | -1.7% | -7.8% | +6.1% | -1.0% |
| 3M | -6.3% | +5.3% | -11.7% | -7.1% |
| 6M | +21.8% | +42.6% | -20.8% | +16.8% |
| YTD | +22.0% | -2.8% | +24.8% | +21.1% |
| 1Y | +25.3% | -19.3% | +44.7% | +26.1% |
| 3Y | +112.1% | +231.0% | -118.8% | +78.4% |
| 5Y | +76.2% | -22.2% | +98.5% | +51.8% |
| All | +92.9% | -20.4% | +113.3% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling