+119.0%
VTR vs AFRM
+203.8%
-84.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.3% |
| 7D | +4.7% | -7.3% | +12.0% | +4.8% |
| 30D | +10.9% | -9.6% | +20.4% | +11.0% |
| 3M | -3.2% | -11.1% | +7.8% | -3.1% |
| 6M | +3.7% | +3.9% | -0.2% | +3.3% |
| YTD | +16.8% | -8.5% | +25.3% | +16.7% |
| 1Y | +21.3% | +3.3% | +18.1% | +20.6% |
| 3Y | +119.0% | +213.7% | -94.7% | +108.7% |
| All | +119.0% | +203.8% | -84.8% | +108.7% |
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