+14.9%
VZ vs AFRM
-25.2%
+40.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.2% | -7.5% | +9.8% | +2.3% |
| 30D | +10.6% | -15.7% | +26.3% | +10.7% |
| 3M | -0.6% | -9.6% | +9.0% | -0.6% |
| 6M | +0.7% | +6.3% | -5.5% | +0.7% |
| YTD | +20.6% | -8.6% | +29.2% | +20.6% |
| 1Y | +22.7% | -7.6% | +30.3% | +22.7% |
| 3Y | +57.2% | +173.7% | -116.4% | +53.3% |
| 5Y | +21.4% | -56.9% | +78.3% | +13.8% |
| All | +14.9% | -25.2% | +40.1% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling