+420.0%
VLO vs AFRM
-58.9%
+478.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.2% |
| 7D | -13.3% | -7.3% | -6.0% | -12.9% |
| 30D | -18.3% | -9.6% | -8.7% | -17.9% |
| 3M | +14.3% | -11.1% | +25.4% | +14.8% |
| 6M | +47.6% | +3.9% | +43.8% | +46.3% |
| YTD | +116.0% | -8.5% | +124.5% | +115.1% |
| 1Y | +101.0% | +3.3% | +97.7% | +98.1% |
| 3Y | +199.0% | +213.7% | -14.7% | +166.9% |
| All | +420.0% | -58.9% | +478.9% | +367.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling