+110.8%
V vs AFRM
-27.4%
+138.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | +0.6% | -8.4% | +9.0% | +1.3% |
| 30D | +9.7% | -18.3% | +28.0% | +11.4% |
| 3M | +17.3% | -12.7% | +30.0% | +18.3% |
| 6M | +33.2% | +3.0% | +30.2% | +32.3% |
| YTD | +21.3% | -11.4% | +32.7% | +21.4% |
| 1Y | +27.3% | -13.3% | +40.7% | +27.4% |
| 3Y | +76.1% | +194.0% | -117.9% | +54.9% |
| 5Y | +103.5% | -50.6% | +154.1% | +72.3% |
| All | +110.8% | -27.4% | +138.2% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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