+37.4%
VWO vs AFRM
-20.4%
+57.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +0.9% |
| 7D | +1.1% | -7.0% | +8.0% | +1.6% |
| 30D | +2.4% | -7.8% | +10.2% | +2.9% |
| 3M | +2.0% | +5.3% | -3.3% | +1.4% |
| 6M | +10.7% | +42.6% | -32.0% | +7.3% |
| YTD | +14.4% | -2.8% | +17.2% | +13.7% |
| 1Y | +22.7% | -19.3% | +42.0% | +23.1% |
| 3Y | +64.2% | +231.0% | -166.8% | +42.2% |
| 5Y | +35.8% | -22.2% | +58.0% | +17.8% |
| All | +37.4% | -20.4% | +57.8% | +18.1% |
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