-7.1%
VRSK vs AFRM
-21.4%
+14.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.1% |
| 7D | -5.2% | -1.3% | -3.9% | -5.1% |
| 30D | -2.3% | -2.7% | +0.4% | -2.2% |
| 3M | -2.9% | +7.4% | -10.4% | -3.5% |
| 6M | -12.8% | +40.7% | -53.5% | -14.9% |
| YTD | -20.8% | -4.0% | -16.8% | -21.2% |
| 1Y | -33.2% | -12.2% | -21.0% | -33.4% |
| 3Y | -26.6% | +203.1% | -229.7% | -35.7% |
| 5Y | -11.3% | -42.2% | +30.9% | -22.5% |
| All | -7.1% | -21.4% | +14.3% | -20.8% |
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