+701.6%
VLO vs AFRM
-28.4%
+729.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +9.6% | -4.4% | +14.0% | +9.9% |
| 30D | -17.4% | -7.7% | -9.7% | -17.1% |
| 3M | +10.8% | -16.9% | +27.6% | +11.6% |
| 6M | +56.9% | +2.5% | +54.5% | +55.8% |
| YTD | +136.8% | -12.5% | +149.3% | +136.4% |
| 1Y | +120.7% | -11.0% | +131.7% | +119.8% |
| 3Y | +231.9% | +184.6% | +47.3% | +201.8% |
| 5Y | +479.0% | -56.3% | +535.3% | +428.0% |
| All | +701.6% | -28.4% | +729.9% | +608.7% |
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