-26.0%
AFRM vs VYM
+76.9%
-102.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -3.9% |
| 7D | -8.0% | -1.0% | -7.0% | -5.2% |
| 30D | -9.8% | -2.0% | -7.8% | -3.7% |
| 3M | +4.7% | +3.1% | +1.6% | -4.2% |
| 6M | +34.1% | +8.9% | +25.2% | +3.9% |
| YTD | -8.4% | +14.7% | -23.2% | -40.4% |
| 1Y | -22.9% | +19.4% | -42.3% | -55.9% |
| 3Y | +203.3% | +65.4% | +137.9% | -34.6% |
| 5Y | -26.0% | +77.6% | -103.5% | -80.9% |
| All | -26.0% | +76.9% | -102.9% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling