-29.3%
AFRM vs VSAT
+81.3%
-110.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.9% | -4.8% |
| 7D | -7.3% | -17.0% | +9.7% | -2.0% |
| 30D | -9.6% | -9.8% | +0.2% | -7.6% |
| 3M | -11.1% | -22.0% | +10.9% | -5.4% |
| 6M | +3.9% | -5.0% | +8.8% | -1.0% |
| YTD | -8.5% | +85.6% | -94.1% | -34.7% |
| 1Y | +3.3% | +80.2% | -76.9% | -26.4% |
| 3Y | +213.7% | +250.0% | -36.3% | +30.7% |
| 5Y | -58.5% | -4.6% | -54.0% | -69.9% |
| All | -29.3% | +81.3% | -110.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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