+652.9%
VLO vs AFRM
-25.2%
+678.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -6.5% | -7.5% | +1.1% | -6.1% |
| 30D | -17.8% | -15.7% | -2.1% | -17.1% |
| 3M | +19.6% | -9.6% | +29.2% | +19.9% |
| 6M | +49.3% | +6.3% | +43.0% | +47.9% |
| YTD | +122.4% | -8.6% | +131.0% | +121.5% |
| 1Y | +107.4% | -7.6% | +115.0% | +106.2% |
| 3Y | +223.1% | +173.7% | +49.4% | +194.1% |
| 5Y | +432.2% | -56.9% | +489.1% | +384.8% |
| All | +652.9% | -25.2% | +678.0% | +564.1% |
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 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