+102.7%
AFRM vs VIK
+243.7%
-141.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.9% |
| 7D | -4.4% | +2.7% | -7.1% | -6.2% |
| 30D | -7.7% | +8.8% | -16.5% | -12.9% |
| 3M | -16.9% | -15.3% | -1.6% | -7.5% |
| 6M | +2.5% | +9.4% | -6.9% | -5.8% |
| YTD | -12.5% | +25.9% | -38.4% | -29.8% |
| 1Y | -11.0% | +51.0% | -62.0% | -39.5% |
| All | +102.7% | +243.7% | -141.0% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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