+72.2%
V vs AFRM
-23.1%
+95.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.7% |
| 7D | -1.7% | -7.0% | +5.2% | -1.1% |
| 30D | +2.0% | -7.8% | +9.8% | +2.6% |
| 3M | +17.4% | +5.3% | +12.0% | +16.5% |
| 6M | +17.5% | +42.6% | -25.1% | +13.1% |
| YTD | +7.6% | -2.8% | +10.4% | +6.9% |
| 1Y | +7.7% | -19.3% | +27.0% | +8.3% |
| 3Y | +54.7% | +231.0% | -176.3% | +29.8% |
| All | +72.2% | -23.1% | +95.2% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling