+210.5%
VLO vs AFRM
+167.0%
+43.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.5% |
| 7D | -9.5% | -8.4% | -1.2% | -9.0% |
| 30D | -19.1% | -18.3% | -0.9% | -18.1% |
| 3M | +11.4% | -12.7% | +24.0% | +12.0% |
| 6M | +46.7% | +3.0% | +43.7% | +45.1% |
| YTD | +118.6% | -11.4% | +130.0% | +118.4% |
| 1Y | +99.9% | -13.3% | +113.2% | +99.7% |
| 3Y | +210.5% | +194.0% | +16.4% | +159.3% |
| All | +210.5% | +167.0% | +43.5% | +159.3% |
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