-29.3%
AFRM vs VRSN
+57.7%
-87.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.0% |
| 7D | -7.3% | +0.5% | -7.8% | -7.7% |
| 30D | -9.6% | +4.9% | -14.5% | -14.1% |
| 3M | -11.1% | +5.8% | -16.9% | -16.7% |
| 6M | +3.9% | +12.6% | -8.7% | -13.9% |
| YTD | -8.5% | +28.2% | -36.7% | -37.2% |
| 1Y | +3.3% | +30.4% | -27.2% | -31.0% |
| 3Y | +213.7% | +54.6% | +159.1% | +46.1% |
| 5Y | -58.5% | +35.1% | -93.6% | -75.0% |
| All | -29.3% | +57.7% | -87.0% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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