+109.8%
V vs AFRM
-27.6%
+137.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | -0.4% | -5.5% | +5.1% | +0.1% |
| 30D | +6.3% | -15.5% | +21.8% | +7.7% |
| 3M | +17.2% | -10.3% | +27.5% | +17.9% |
| 6M | +29.2% | +0.6% | +28.6% | +28.6% |
| YTD | +20.8% | -11.5% | +32.3% | +20.8% |
| 1Y | +25.0% | -16.6% | +41.6% | +25.4% |
| 3Y | +75.3% | +193.5% | -118.3% | +54.2% |
| 5Y | +105.8% | -55.8% | +161.7% | +74.0% |
| All | +109.8% | -27.6% | +137.4% | +80.5% |
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