-50.6%
AFRM vs VICR
+3.5%
-54.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.6% |
| 7D | -8.4% | -9.7% | +1.3% | -6.0% |
| 30D | -18.3% | -39.2% | +21.0% | -4.9% |
| 3M | -12.7% | -22.6% | +9.9% | -11.5% |
| 6M | +3.0% | -37.0% | +40.0% | +4.6% |
| YTD | -11.4% | +47.5% | -58.9% | -43.4% |
| 1Y | -13.3% | +75.0% | -88.3% | -49.1% |
| 3Y | +194.0% | +343.0% | -148.9% | -11.2% |
| 5Y | -50.6% | +3.9% | -54.5% | -70.6% |
| All | -50.6% | +3.5% | -54.1% | -70.6% |
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