-29.6%
AFRM vs VIVK
-100.0%
+70.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -14.3% | +17.2% | +3.3% |
| 7D | -10.3% | -48.0% | +37.7% | -8.8% |
| 30D | -13.7% | -88.4% | +74.7% | -8.7% |
| 3M | -11.6% | -98.7% | +87.2% | -0.6% |
| 6M | +2.1% | -100.0% | +102.0% | +25.2% |
| YTD | -8.9% | -100.0% | +91.1% | +7.6% |
| 1Y | -9.7% | -100.0% | +90.3% | +16.7% |
| 3Y | +202.5% | -100.0% | +302.5% | +280.8% |
| 5Y | -55.3% | -100.0% | +44.7% | -42.8% |
| All | -29.6% | -100.0% | +70.4% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling