+682.3%
VLO vs AFRM
-20.4%
+702.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +5.2% | -7.0% | +12.2% | +5.6% |
| 30D | +22.6% | -7.8% | +30.4% | +23.1% |
| 3M | +43.8% | +5.3% | +38.5% | +43.0% |
| 6M | +65.7% | +42.6% | +23.1% | +61.2% |
| YTD | +131.1% | -2.8% | +133.9% | +129.9% |
| 1Y | +143.6% | -19.3% | +162.9% | +144.3% |
| 3Y | +201.4% | +231.0% | -29.6% | +171.3% |
| 5Y | +568.9% | -22.2% | +591.1% | +496.6% |
| All | +682.3% | -20.4% | +702.7% | +589.2% |
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 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