-24.9%
AFRM vs VICR
+83.1%
-108.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -4.8% |
| 7D | -7.0% | +0.4% | -7.4% | -7.2% |
| 30D | -7.8% | -13.9% | +6.1% | -3.8% |
| 3M | +5.3% | -38.4% | +43.7% | +20.7% |
| 6M | +42.6% | -7.2% | +49.9% | +26.2% |
| YTD | -2.8% | +72.0% | -74.8% | -37.9% |
| 1Y | -19.3% | +263.3% | -282.6% | -66.4% |
| 3Y | +231.0% | +173.3% | +57.7% | +38.9% |
| 5Y | -22.2% | +47.3% | -69.6% | -59.0% |
| All | -24.9% | +83.1% | -108.0% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling