-20.9%
AFRM vs VO
+42.6%
-63.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -1.9% |
| 7D | -7.0% | -0.3% | -6.7% | -5.9% |
| 30D | -7.8% | -0.3% | -7.5% | -6.6% |
| 3M | +5.3% | +2.9% | +2.4% | -3.4% |
| 6M | +42.6% | +9.3% | +33.3% | +7.4% |
| YTD | -2.8% | +14.2% | -17.0% | -37.1% |
| 1Y | -19.3% | +15.3% | -34.6% | -49.3% |
| 3Y | +231.0% | +56.2% | +174.7% | -19.4% |
| All | -20.9% | +42.6% | -63.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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