-10.9%
VRSK vs AFRM
+192.6%
-203.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | +1.6% | -4.4% | +6.0% | +1.6% |
| 30D | +15.1% | -7.7% | +22.7% | +15.2% |
| 3M | +12.1% | -16.9% | +28.9% | +12.3% |
| 6M | +29.4% | +2.5% | +26.9% | +29.1% |
| YTD | -6.4% | -12.5% | +6.2% | -6.5% |
| 1Y | -3.6% | -11.0% | +7.5% | -3.8% |
| 3Y | -10.9% | +184.6% | -195.5% | -10.6% |
| All | -10.9% | +192.6% | -203.6% | -10.6% |
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