-56.0%
AFRM vs VIVK
-100.0%
+44.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.5% | +6.4% | -0.8% |
| 7D | -4.4% | -57.7% | +53.3% | -1.7% |
| 30D | -7.7% | -87.3% | +79.6% | -2.1% |
| 3M | -16.9% | -98.9% | +82.0% | -4.8% |
| 6M | +2.5% | -100.0% | +102.4% | +28.6% |
| YTD | -12.5% | -100.0% | +87.4% | +5.8% |
| 1Y | -11.0% | -100.0% | +89.0% | +19.8% |
| 3Y | +184.6% | -100.0% | +284.6% | +266.8% |
| All | -56.0% | -100.0% | +44.0% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling