+66.8%
VWO vs AFRM
+221.8%
-155.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | +0.9% | +3.1% | -2.2% | +0.7% |
| 30D | +1.3% | -4.2% | +5.5% | +1.5% |
| 3M | +5.1% | +10.1% | -5.0% | +4.1% |
| 6M | +12.5% | +39.4% | -26.9% | +9.3% |
| YTD | +14.0% | -3.2% | +17.2% | +13.2% |
| 1Y | +19.7% | -16.1% | +35.8% | +19.6% |
| 3Y | +66.8% | +220.8% | -154.0% | +46.0% |
| All | +66.8% | +221.8% | -155.0% | +46.0% |
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