+221.8%
AFRM vs VICR
+187.7%
+34.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -4.2% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -7.8% | -13.9% | +6.1% | -4.9% |
| 3M | +5.3% | -38.4% | +43.7% | +16.3% |
| 6M | +42.6% | -7.2% | +49.9% | +30.6% |
| YTD | -2.8% | +72.0% | -74.8% | -30.8% |
| 1Y | -19.3% | +263.3% | -282.6% | -59.1% |
| All | +221.8% | +187.7% | +34.1% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling