-29.3%
AFRM vs VICR
+78.5%
-107.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -3.5% |
| 7D | -8.0% | +1.3% | -9.3% | -8.6% |
| 30D | -9.8% | -11.9% | +2.2% | -6.6% |
| 3M | +4.7% | -35.1% | +39.8% | +17.3% |
| 6M | +34.1% | +8.1% | +26.0% | +11.5% |
| YTD | -8.4% | +67.8% | -76.2% | -40.9% |
| 1Y | -22.9% | +267.3% | -290.2% | -68.2% |
| 3Y | +203.3% | +191.2% | +12.1% | +22.5% |
| 5Y | -26.0% | +48.1% | -74.1% | -61.3% |
| All | -29.3% | +78.5% | -107.8% | -67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling