+641.2%
VLO vs AFRM
-23.4%
+664.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.8% | +4.0% | -3.4% |
| 7D | -8.7% | -6.9% | -1.7% | -8.3% |
| 30D | -16.2% | -7.0% | -9.2% | -16.0% |
| 3M | +16.2% | -11.2% | +27.4% | +16.6% |
| 6M | +39.8% | +4.3% | +35.5% | +38.6% |
| YTD | +119.0% | -6.4% | +125.4% | +117.8% |
| 1Y | +110.8% | -2.6% | +113.4% | +108.7% |
| 3Y | +201.7% | +210.6% | -8.9% | +172.7% |
| 5Y | +426.2% | -57.6% | +483.8% | +379.2% |
| All | +641.2% | -23.4% | +664.6% | +553.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling