-32.4%
AFRM vs VNQ
+45.3%
-77.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.2% |
| 7D | -4.4% | +0.8% | -5.2% | -6.0% |
| 30D | -7.7% | +6.8% | -14.4% | -19.7% |
| 3M | -16.9% | -1.3% | -15.6% | -14.4% |
| 6M | +2.5% | +2.4% | +0.1% | -4.6% |
| YTD | -12.5% | +12.1% | -24.6% | -34.1% |
| 1Y | -11.0% | +12.0% | -23.0% | -32.9% |
| 3Y | +184.6% | +44.8% | +139.8% | +15.3% |
| 5Y | -56.3% | +6.9% | -63.2% | -55.8% |
| All | -32.4% | +45.3% | -77.7% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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