-58.3%
AFRM vs VMC
+42.5%
-100.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -0.9% |
| 7D | -7.3% | +0.5% | -7.8% | -7.8% |
| 30D | -9.6% | +15.8% | -25.4% | -25.7% |
| 3M | -11.1% | +0.6% | -11.6% | -12.0% |
| 6M | +3.9% | -4.0% | +7.9% | +7.5% |
| YTD | -8.5% | -0.3% | -8.2% | -15.5% |
| 1Y | +3.3% | -0.5% | +3.8% | -4.6% |
| 3Y | +213.7% | +39.6% | +174.2% | +46.3% |
| All | -58.3% | +42.5% | -100.8% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling