-55.3%
AFRM vs VYM
+72.6%
-127.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | 0.0% |
| 7D | -10.3% | -0.2% | -10.1% | -10.0% |
| 30D | -13.7% | +3.6% | -17.3% | -22.7% |
| 3M | -11.6% | -0.1% | -11.4% | -11.0% |
| 6M | +2.1% | +7.1% | -5.0% | -17.5% |
| YTD | -8.9% | +17.0% | -25.9% | -44.8% |
| 1Y | -9.7% | +19.0% | -28.7% | -48.2% |
| 3Y | +202.5% | +74.4% | +128.0% | -48.7% |
| 5Y | -55.3% | +72.7% | -128.0% | -89.3% |
| All | -55.3% | +72.6% | -127.9% | -89.3% |
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