+899.0%
MU vs AFRM
-28.4%
+927.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +12.8% | -4.4% | +17.2% | +13.8% |
| 30D | -14.9% | -7.7% | -7.2% | -13.5% |
| 3M | -18.0% | -16.9% | -1.2% | -15.6% |
| 6M | -3.1% | +2.5% | -5.6% | -3.7% |
| YTD | +172.9% | -12.5% | +185.4% | +175.4% |
| 1Y | +228.8% | -11.0% | +239.9% | +230.7% |
| 3Y | +950.8% | +184.6% | +766.3% | +723.3% |
| 5Y | +931.3% | -56.3% | +987.6% | +717.6% |
| All | +899.0% | -28.4% | +927.3% | +654.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling