-17.7%
AFRM vs VICR
+53.8%
-71.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.4% |
| 7D | +3.1% | +9.8% | -6.8% | -0.8% |
| 30D | -4.2% | -12.6% | +8.4% | -0.7% |
| 3M | +10.1% | -29.7% | +39.8% | +19.1% |
| 6M | +39.4% | +18.8% | +20.6% | +11.6% |
| YTD | -3.2% | +76.4% | -79.5% | -38.3% |
| 1Y | -16.1% | +282.4% | -298.4% | -65.4% |
| 3Y | +220.8% | +206.2% | +14.6% | +28.9% |
| 5Y | -17.7% | +53.9% | -71.6% | -53.4% |
| All | -17.7% | +53.8% | -71.4% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling