+126.2%
VGT vs AFRM
+223.0%
-96.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.7% |
| 7D | +1.0% | -7.0% | +8.0% | +2.0% |
| 30D | +1.3% | -7.8% | +9.1% | +2.3% |
| 3M | -1.1% | +5.3% | -6.5% | -2.3% |
| 6M | +32.6% | +42.6% | -10.0% | +24.9% |
| YTD | +29.0% | -2.8% | +31.8% | +27.6% |
| 1Y | +39.7% | -19.3% | +59.0% | +40.8% |
| All | +126.2% | +223.0% | -96.8% | +88.4% |
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 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