+78.8%
VZ vs AFRM
+232.3%
-153.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.9% |
| 7D | +0.1% | -7.0% | +7.0% | 0.0% |
| 30D | +7.9% | -7.8% | +15.7% | +7.8% |
| 3M | +13.6% | +5.3% | +8.3% | +13.8% |
| 6M | +1.1% | +42.6% | -41.5% | +1.6% |
| YTD | +29.3% | -2.8% | +32.1% | +29.6% |
| 1Y | +21.2% | -19.3% | +40.5% | +21.5% |
| All | +78.8% | +232.3% | -153.6% | +60.0% |
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