Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AFL vs VICR✓SelectedUSD · VICRAFL vs VICR performance historyLatest closeAs of+0.71%09/11
Stock and ETF performance explorer

AFL vs VICR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+22,212.1%
VICR return
+12,634.7%
Excess return
+9,577.4%
Maximum drawdown
-82.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVICRExcessAlpha
1D+0.7%+11.2%-10.4%-0.8%
7D-1.6%+5.0%-6.6%-2.4%
30D-4.0%-12.5%+8.4%-2.7%
3M-0.5%-33.6%+33.1%+3.2%
6M+6.5%+10.7%-4.1%0.0%
YTD+6.2%+80.6%-74.4%-8.2%
1Y+8.3%+288.4%-280.1%-17.8%
3Y+62.5%+213.8%-151.3%+18.8%
5Y+136.2%+58.8%+77.3%+75.9%
10Y+301.4%+1,671.8%-1,370.4%+81.6%
All+22,212.1%+12,634.7%+9,577.4%+6,239.9%

Cumulative growth

Daily Returns

Daily percentage return beside VICR.

Daily Out/Under-Performance

Portfolio return minus VICR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VICR 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 VICR 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