+1,204.6%
MU vs AFRM
-20.4%
+1,225.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.6% | +8.7% | +6.6% |
| 7D | +9.0% | -7.0% | +15.9% | +10.3% |
| 30D | +13.8% | -7.8% | +21.6% | +15.2% |
| 3M | +2.1% | +5.3% | -3.2% | +1.1% |
| 6M | +153.8% | +42.6% | +111.2% | +137.6% |
| YTD | +256.4% | -2.8% | +259.2% | +253.5% |
| 1Y | +719.8% | -19.3% | +739.1% | +732.9% |
| 3Y | +1,360.4% | +231.0% | +1,129.4% | +1,003.6% |
| 5Y | +1,312.4% | -22.2% | +1,334.7% | +959.1% |
| All | +1,204.6% | -20.4% | +1,225.0% | +869.0% |
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