-29.3%
AFRM vs ITOT
+104.0%
-133.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -3.8% |
| 7D | -8.0% | -0.4% | -7.7% | -6.9% |
| 30D | -9.8% | -1.6% | -8.2% | -4.8% |
| 3M | +4.7% | +3.5% | +1.1% | -5.5% |
| 6M | +34.1% | +13.1% | +21.0% | -7.5% |
| YTD | -8.4% | +12.7% | -21.2% | -36.2% |
| 1Y | -22.9% | +18.3% | -41.2% | -53.6% |
| 3Y | +203.3% | +76.4% | +126.9% | -47.3% |
| 5Y | -26.0% | +73.8% | -99.7% | -80.8% |
| All | -29.3% | +104.0% | -133.3% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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