+27.3%
V vs AFRM
-13.0%
+40.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | +0.6% | -8.4% | +9.0% | +1.9% |
| 30D | +9.7% | -18.3% | +28.0% | +12.6% |
| 3M | +17.3% | -12.7% | +30.0% | +19.1% |
| 6M | +33.2% | +3.0% | +30.2% | +32.1% |
| YTD | +21.3% | -11.4% | +32.7% | +19.7% |
| 1Y | +27.3% | -13.3% | +40.7% | +27.2% |
| All | +27.3% | -13.0% | +40.3% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling