-31.7%
AFRM vs VYM
+105.0%
-136.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.2% |
| 7D | -5.5% | +3.3% | -8.8% | -14.0% |
| 30D | -15.5% | +3.8% | -19.2% | -23.7% |
| 3M | -10.3% | -0.4% | -9.9% | -9.0% |
| 6M | +0.6% | +7.1% | -6.5% | -16.7% |
| YTD | -11.5% | +17.1% | -28.6% | -43.5% |
| 1Y | -16.6% | +18.4% | -35.0% | -48.4% |
| 3Y | +193.5% | +74.5% | +119.0% | -35.5% |
| 5Y | -55.8% | +72.5% | -128.3% | -87.4% |
| All | -31.7% | +105.0% | -136.7% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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