-24.9%
AFRM vs VMC
+66.6%
-91.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.7% |
| 7D | -7.0% | -4.3% | -2.6% | -1.8% |
| 30D | -7.8% | -8.2% | +0.4% | +2.3% |
| 3M | +5.3% | -7.0% | +12.4% | +13.7% |
| 6M | +42.6% | -10.8% | +53.4% | +60.0% |
| YTD | -2.8% | -7.4% | +4.6% | +0.2% |
| 1Y | -19.3% | -9.5% | -9.8% | -15.6% |
| 3Y | +231.0% | +20.5% | +210.5% | +124.2% |
| 5Y | -22.2% | +51.6% | -73.8% | -59.1% |
| All | -24.9% | +66.6% | -91.6% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling