+111.8%
AFRM vs VIK
+233.3%
-121.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -7.5% | +0.1% | -7.7% | -7.5% |
| 30D | -15.7% | +6.8% | -22.5% | -19.5% |
| 3M | -9.6% | -17.6% | +8.0% | +2.4% |
| 6M | +6.3% | +5.4% | +0.8% | +0.1% |
| YTD | -8.6% | +22.1% | -30.7% | -25.1% |
| 1Y | -7.6% | +49.3% | -56.9% | -36.7% |
| All | +111.8% | +233.3% | -121.5% | -11.9% |
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