+667.5%
VLO vs AFRM
-25.4%
+692.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.5% |
| 7D | -0.4% | -10.3% | +9.8% | +0.1% |
| 30D | -16.6% | -13.7% | -2.9% | -16.0% |
| 3M | +12.3% | -11.6% | +23.8% | +12.7% |
| 6M | +47.8% | +2.1% | +45.8% | +46.8% |
| YTD | +126.7% | -8.9% | +135.6% | +125.9% |
| 1Y | +105.4% | -9.7% | +115.1% | +104.4% |
| 3Y | +222.0% | +202.5% | +19.5% | +191.8% |
| 5Y | +449.8% | -55.3% | +505.2% | +400.6% |
| All | +667.5% | -25.4% | +692.9% | +577.2% |
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