-25.2%
AFRM vs VMC
+63.9%
-89.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +1.6% |
| 7D | +3.1% | -0.5% | +3.6% | +3.7% |
| 30D | -4.2% | -9.1% | +4.9% | +7.5% |
| 3M | +10.1% | -4.1% | +14.3% | +14.8% |
| 6M | +39.4% | -5.5% | +44.9% | +46.2% |
| YTD | -3.2% | -8.9% | +5.8% | +1.8% |
| 1Y | -16.1% | -12.9% | -3.1% | -7.6% |
| 3Y | +220.8% | +22.1% | +198.6% | +112.0% |
| 5Y | -17.7% | +52.7% | -70.4% | -55.7% |
| All | -25.2% | +63.9% | -89.1% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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