+117.7%
AFMC vs VT
+127.4%
-9.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -0.1% | -1.6% | +1.5% | +1.5% |
| 30D | +0.5% | -2.5% | +3.0% | +3.0% |
| 3M | -0.9% | -1.3% | +0.4% | +0.3% |
| 6M | +5.5% | +3.1% | +2.4% | +2.1% |
| YTD | +18.4% | +10.9% | +7.5% | +6.3% |
| 1Y | +22.1% | +12.1% | +10.1% | +8.6% |
| 3Y | +75.9% | +73.9% | +2.0% | +1.1% |
| 5Y | +59.2% | +58.0% | +1.3% | +0.7% |
| All | +117.7% | +127.4% | -9.7% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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