+115.3%
VUG vs AFRM
-20.4%
+135.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | -0.1% | -7.0% | +6.9% | +0.8% |
| 30D | -0.3% | -7.8% | +7.5% | +0.6% |
| 3M | -0.7% | +5.3% | -6.0% | -1.7% |
| 6M | +14.6% | +42.6% | -28.0% | +8.5% |
| YTD | +9.0% | -2.8% | +11.8% | +8.1% |
| 1Y | +14.9% | -19.3% | +34.2% | +15.9% |
| 3Y | +86.0% | +231.0% | -144.9% | +45.1% |
| 5Y | +76.7% | -22.2% | +98.9% | +39.4% |
| All | +115.3% | -20.4% | +135.7% | +68.2% |
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