-19.3%
AFRM vs VCLT
-0.4%
-18.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.9% |
| 7D | -7.0% | -0.5% | -6.4% | -5.9% |
| 30D | -7.8% | -0.9% | -6.9% | -6.1% |
| 3M | +5.3% | -3.2% | +8.6% | +12.3% |
| 6M | +42.6% | -3.8% | +46.5% | +50.3% |
| YTD | -2.8% | -2.0% | -0.8% | +0.8% |
| 1Y | -19.3% | -0.8% | -18.5% | -12.9% |
| All | -19.3% | -0.4% | -18.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling