-31.6%
AFRM vs VIVK
-100.0%
+68.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -22.8% | +19.7% | -2.3% |
| 7D | -8.4% | -56.0% | +47.6% | -6.5% |
| 30D | -18.3% | -92.3% | +74.0% | -12.7% |
| 3M | -12.7% | -98.6% | +85.9% | -2.1% |
| 6M | +3.0% | -99.9% | +103.0% | +26.1% |
| YTD | -11.4% | -100.0% | +88.6% | +4.1% |
| 1Y | -13.3% | -100.0% | +86.7% | +11.6% |
| 3Y | +194.0% | -100.0% | +294.0% | +268.6% |
| 5Y | -50.6% | -100.0% | +49.4% | -37.0% |
| All | -31.6% | -100.0% | +68.4% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling