+78.4%
V vs AFRM
+172.4%
-94.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | -7.5% | +6.8% | -0.1% |
| 30D | +9.5% | -15.7% | +25.2% | +11.2% |
| 3M | +16.7% | -9.6% | +26.3% | +17.5% |
| 6M | +32.9% | +6.3% | +26.7% | +31.6% |
| YTD | +21.1% | -8.6% | +29.7% | +20.7% |
| 1Y | +26.6% | -7.6% | +34.2% | +25.9% |
| 3Y | +78.4% | +173.7% | -95.3% | +68.1% |
| All | +78.4% | +172.4% | -94.1% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling