-24.9%
AFRM vs VO
+66.7%
-91.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.0% |
| 7D | -7.0% | -0.3% | -6.7% | -6.0% |
| 30D | -7.8% | -0.3% | -7.5% | -6.6% |
| 3M | +5.3% | +2.9% | +2.4% | -3.0% |
| 6M | +42.6% | +9.3% | +33.3% | +8.7% |
| YTD | -2.8% | +14.2% | -17.0% | -35.9% |
| 1Y | -19.3% | +15.3% | -34.6% | -48.2% |
| 3Y | +231.0% | +56.2% | +174.7% | -12.5% |
| 5Y | -22.2% | +42.4% | -64.7% | -60.7% |
| All | -24.9% | +66.7% | -91.6% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling