+77.6%
V vs AFRM
+203.8%
-126.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | +2.2% | -7.3% | +9.5% | +2.9% |
| 30D | +13.6% | -9.6% | +23.1% | +14.5% |
| 3M | +14.3% | -11.1% | +25.4% | +15.2% |
| 6M | +33.1% | +3.9% | +29.2% | +32.1% |
| YTD | +21.2% | -8.5% | +29.7% | +20.8% |
| 1Y | +26.4% | +3.3% | +23.2% | +24.5% |
| 3Y | +77.6% | +213.7% | -136.1% | +70.0% |
| All | +77.6% | +203.8% | -126.2% | +70.0% |
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