-29.4%
AFRM vs VYM
+99.8%
-129.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +1.2% |
| 7D | -8.5% | -1.9% | -6.6% | -3.5% |
| 30D | -11.4% | -2.6% | -8.8% | -4.3% |
| 3M | +8.2% | +3.6% | +4.7% | -1.6% |
| 6M | +36.6% | +8.7% | +27.9% | +8.8% |
| YTD | -8.7% | +14.1% | -22.8% | -37.3% |
| 1Y | -19.9% | +17.8% | -37.7% | -49.8% |
| 3Y | +202.6% | +64.5% | +138.1% | -20.5% |
| 5Y | -45.0% | +77.5% | -122.6% | -83.6% |
| All | -29.4% | +99.8% | -129.3% | -80.2% |
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