+1,362.4%
MU vs AFRM
+232.3%
+1,130.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.6% | +8.7% | +6.7% |
| 7D | +9.0% | -7.0% | +15.9% | +10.6% |
| 30D | +13.8% | -7.8% | +21.6% | +15.4% |
| 3M | +2.1% | +5.3% | -3.2% | +0.8% |
| 6M | +153.8% | +42.6% | +111.2% | +134.4% |
| YTD | +256.4% | -2.8% | +259.2% | +252.6% |
| 1Y | +719.8% | -19.3% | +739.1% | +734.3% |
| All | +1,362.4% | +232.3% | +1,130.1% | +1,062.6% |
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 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