+110.6%
V vs AFRM
-23.4%
+133.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.8% | +4.6% | -2.6% |
| 7D | +2.9% | -6.9% | +9.9% | +3.5% |
| 30D | +14.0% | -7.0% | +21.0% | +14.6% |
| 3M | +14.9% | -11.2% | +26.1% | +15.7% |
| 6M | +31.7% | +4.3% | +27.5% | +30.7% |
| YTD | +21.2% | -6.4% | +27.6% | +20.7% |
| 1Y | +25.3% | -2.6% | +27.9% | +24.1% |
| 3Y | +77.5% | +210.6% | -133.1% | +55.2% |
| 5Y | +102.6% | -57.6% | +160.2% | +70.4% |
| All | +110.6% | -23.4% | +133.9% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling