-24.9%
AFRM vs VIVK
-100.0%
+75.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.3% | +9.7% | -2.2% |
| 7D | -7.0% | -1.4% | -5.6% | -6.9% |
| 30D | -7.8% | -43.6% | +35.8% | -6.2% |
| 3M | +5.3% | -95.1% | +100.4% | +14.0% |
| 6M | +42.6% | -98.2% | +140.8% | +56.3% |
| YTD | -2.8% | -97.9% | +95.1% | +3.6% |
| 1Y | -19.3% | -100.0% | +80.7% | -1.6% |
| 3Y | +231.0% | -100.0% | +330.9% | +278.6% |
| 5Y | -22.2% | -100.0% | +77.8% | -9.4% |
| All | -24.9% | -100.0% | +75.1% | -8.0% |
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