+54.8%
VEEV vs AFRM
+203.8%
-148.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.8% |
| 7D | -2.9% | -7.3% | +4.3% | -2.0% |
| 30D | +7.5% | -9.6% | +17.1% | +8.8% |
| 3M | +39.5% | -11.1% | +50.5% | +41.1% |
| 6M | +81.5% | +3.9% | +77.6% | +79.4% |
| YTD | +36.1% | -8.5% | +44.6% | +35.5% |
| 1Y | +4.3% | +3.3% | +1.0% | +2.3% |
| 3Y | +54.8% | +213.7% | -158.9% | +49.5% |
| All | +54.8% | +203.8% | -148.9% | +49.5% |
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