-36.9%
MUU vs AFRM
+0.5%
-37.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.2% | +11.4% | +11.0% |
| 7D | -42.8% | -7.3% | -35.5% | -37.7% |
| 30D | -63.6% | -9.6% | -54.1% | -59.7% |
| 3M | -48.5% | -11.1% | -37.5% | -43.8% |
| 6M | -36.9% | +3.9% | -40.8% | -41.1% |
| All | -36.9% | +0.5% | -37.4% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling