-2.5%
VEEV vs AFRM
-20.4%
+18.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.6% | -2.8% |
| 7D | -0.6% | -7.0% | +6.4% | +0.5% |
| 30D | +28.8% | -7.8% | +36.6% | +30.3% |
| 3M | +54.0% | +5.3% | +48.7% | +52.1% |
| 6M | +46.0% | +42.6% | +3.3% | +36.9% |
| YTD | +23.2% | -2.8% | +26.0% | +22.4% |
| 1Y | +1.9% | -19.3% | +21.2% | +3.1% |
| 3Y | +27.0% | +231.0% | -203.9% | -7.5% |
| 5Y | -13.4% | -22.2% | +8.9% | -34.1% |
| All | -2.5% | -20.4% | +18.0% | -28.1% |
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