-55.8%
AFRM vs VMC
+46.0%
-101.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -1.0% |
| 7D | -5.5% | -1.7% | -3.8% | -3.5% |
| 30D | -15.5% | +15.3% | -30.7% | -30.1% |
| 3M | -10.3% | +0.3% | -10.6% | -11.1% |
| 6M | +0.6% | +0.9% | -0.2% | -2.8% |
| YTD | -11.5% | -1.0% | -10.5% | -17.6% |
| 1Y | -16.6% | -4.3% | -12.3% | -18.3% |
| 3Y | +193.5% | +35.3% | +158.2% | +45.4% |
| 5Y | -55.8% | +44.4% | -100.2% | -81.8% |
| All | -55.8% | +46.0% | -101.9% | -81.8% |
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