+184.6%
AFRM vs VYM
+74.7%
+109.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -0.8% |
| 7D | -4.4% | +3.7% | -8.1% | -13.4% |
| 30D | -7.7% | +3.7% | -11.3% | -16.1% |
| 3M | -16.9% | -0.7% | -16.2% | -14.9% |
| 6M | +2.5% | +7.2% | -4.7% | -14.6% |
| YTD | -12.5% | +16.9% | -29.5% | -43.2% |
| 1Y | -11.0% | +19.6% | -30.6% | -46.0% |
| 3Y | +184.6% | +74.6% | +110.0% | -45.1% |
| All | +184.6% | +74.7% | +109.8% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling