+855.4%
MU vs AFRM
+203.8%
+651.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.6% |
| 7D | -22.0% | -7.3% | -14.7% | -20.5% |
| 30D | -36.6% | -9.6% | -27.0% | -35.1% |
| 3M | -21.7% | -11.1% | -10.6% | -20.1% |
| 6M | +3.5% | +3.9% | -0.3% | +2.0% |
| YTD | +141.9% | -8.5% | +150.4% | +142.0% |
| 1Y | +189.8% | +3.3% | +186.6% | +182.0% |
| 3Y | +855.4% | +213.7% | +641.6% | +681.1% |
| All | +855.4% | +203.8% | +651.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling