+15.1%
VZ vs AFRM
-23.4%
+38.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | -0.1% |
| 7D | +5.6% | -6.9% | +12.6% | +5.7% |
| 30D | +1.9% | -7.0% | +8.8% | +1.9% |
| 3M | +0.8% | -11.2% | +12.0% | +0.8% |
| 6M | +0.6% | +4.3% | -3.6% | +0.5% |
| YTD | +20.8% | -6.4% | +27.2% | +20.7% |
| 1Y | +23.9% | -2.6% | +26.5% | +23.8% |
| 3Y | +55.7% | +210.6% | -154.9% | +51.5% |
| 5Y | +21.5% | -57.6% | +79.1% | +13.8% |
| All | +15.1% | -23.4% | +38.5% | +8.1% |
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