+108.6%
AFSM vs VT
+131.3%
-22.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | -1.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.4% |
| 30D | -1.2% | -1.4% | +0.2% | +0.3% |
| 3M | -4.0% | -1.4% | -2.6% | -2.6% |
| 6M | +8.3% | +5.5% | +2.8% | +2.1% |
| YTD | +21.2% | +12.8% | +8.4% | +6.4% |
| 1Y | +25.2% | +15.4% | +9.8% | +7.2% |
| 3Y | +69.4% | +76.9% | -7.4% | -7.3% |
| 5Y | +45.5% | +60.4% | -14.9% | -11.4% |
| All | +108.6% | +131.3% | -22.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling