+125.2%
AFRM vs VIK
+228.1%
-102.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -7.0% | -3.0% | -3.9% | -4.8% |
| 30D | -7.8% | -20.7% | +12.9% | +7.6% |
| 3M | +5.3% | -4.6% | +10.0% | +7.3% |
| 6M | +42.6% | +14.0% | +28.7% | +24.9% |
| YTD | -2.8% | +20.2% | -23.0% | -19.3% |
| 1Y | -19.3% | +36.0% | -55.3% | -40.7% |
| All | +125.2% | +228.1% | -102.9% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling