+147.3%
VIAV vs AFRM
-25.0%
+172.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.7% |
| 7D | +13.6% | -8.0% | +21.6% | +14.5% |
| 30D | +5.3% | -9.8% | +15.1% | +6.2% |
| 3M | -15.6% | +4.7% | -20.3% | -16.4% |
| 6M | +34.0% | +34.1% | -0.1% | +29.1% |
| YTD | +119.9% | -8.4% | +128.3% | +119.2% |
| 1Y | +235.2% | -22.9% | +258.1% | +238.2% |
| 3Y | +299.8% | +203.3% | +96.5% | +229.9% |
| 5Y | +140.1% | -26.0% | +166.0% | +94.9% |
| All | +147.3% | -25.0% | +172.4% | +101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling