+111.2%
V vs AFRM
-27.4%
+138.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.6% |
| 7D | +0.8% | -8.4% | +9.2% | +1.5% |
| 30D | +9.9% | -18.3% | +28.2% | +11.6% |
| 3M | +17.5% | -12.7% | +30.2% | +18.5% |
| 6M | +33.5% | +3.0% | +30.4% | +32.6% |
| YTD | +21.6% | -11.4% | +33.0% | +21.6% |
| 1Y | +27.6% | -13.3% | +40.9% | +27.6% |
| 3Y | +76.4% | +194.0% | -117.6% | +55.2% |
| 5Y | +103.8% | -50.6% | +154.4% | +72.6% |
| All | +111.2% | -27.4% | +138.6% | +81.6% |
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