-2.1%
VRSK vs AFRM
-20.4%
+18.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.4% |
| 7D | -3.1% | -7.0% | +3.8% | -2.8% |
| 30D | -1.6% | -7.8% | +6.2% | -1.2% |
| 3M | +3.5% | +5.3% | -1.8% | +2.9% |
| 6M | -13.4% | +42.6% | -56.0% | -15.5% |
| YTD | -16.5% | -2.8% | -13.7% | -17.0% |
| 1Y | -30.6% | -19.3% | -11.3% | -30.4% |
| 3Y | -21.9% | +231.0% | -252.9% | -32.1% |
| 5Y | -6.3% | -22.2% | +16.0% | -18.7% |
| All | -2.1% | -20.4% | +18.4% | -16.5% |
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