+941.3%
MU vs AFRM
-25.4%
+966.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +9.0% | +11.4% |
| 7D | +2.0% | -10.3% | +12.3% | +4.3% |
| 30D | -18.0% | -13.7% | -4.2% | -15.7% |
| 3M | -6.6% | -11.6% | +5.0% | -4.9% |
| 6M | +2.0% | +2.1% | -0.1% | +1.4% |
| YTD | +184.5% | -8.9% | +193.3% | +184.9% |
| 1Y | +236.9% | -9.7% | +246.6% | +237.7% |
| 3Y | +987.0% | +202.5% | +784.5% | +742.8% |
| 5Y | +1,014.6% | -55.3% | +1,069.9% | +778.2% |
| All | +941.3% | -25.4% | +966.7% | +681.1% |
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 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