+140.9%
VRTX vs AFRM
-25.1%
+166.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +0.9% |
| 7D | -2.1% | -7.3% | +5.2% | -1.8% |
| 30D | +8.2% | -9.6% | +17.8% | +8.6% |
| 3M | +13.0% | -11.1% | +24.1% | +13.4% |
| 6M | +27.9% | +3.9% | +24.1% | +27.4% |
| YTD | +20.7% | -8.5% | +29.2% | +20.5% |
| 1Y | +31.4% | +3.3% | +28.2% | +30.5% |
| 3Y | +41.8% | +213.7% | -171.9% | +31.3% |
| 5Y | +183.7% | -58.5% | +242.2% | +157.9% |
| All | +140.9% | -25.1% | +166.0% | +117.4% |
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