+23.9%
VEEV vs AFRM
+235.6%
-211.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.6% | -2.9% |
| 7D | -0.6% | -7.0% | +6.4% | +0.3% |
| 30D | +28.8% | -7.8% | +36.6% | +30.0% |
| 3M | +54.0% | +5.3% | +48.7% | +52.6% |
| 6M | +46.0% | +42.6% | +3.3% | +39.1% |
| YTD | +23.2% | -2.8% | +26.0% | +22.1% |
| 1Y | +1.9% | -19.3% | +21.2% | +2.3% |
| All | +23.9% | +235.6% | -211.7% | +9.0% |
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