-22.9%
AFRM vs VIVK
-100.0%
+77.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.3% | +0.9% | -5.3% |
| 7D | -8.0% | -7.9% | -0.1% | -7.9% |
| 30D | -9.8% | -42.0% | +32.2% | -9.0% |
| 3M | +4.7% | -92.5% | +97.2% | +9.1% |
| 6M | +34.1% | -98.0% | +132.1% | +42.6% |
| YTD | -8.4% | -97.9% | +89.5% | -4.0% |
| 1Y | -22.9% | -100.0% | +77.0% | -15.5% |
| All | -22.9% | -100.0% | +77.0% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling