-9.7%
AFRM vs ITOT
+13.1%
-22.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | -0.2% |
| 7D | -10.3% | -0.8% | -9.5% | -8.5% |
| 30D | -13.7% | -2.0% | -11.7% | -8.8% |
| 3M | -11.6% | -1.5% | -10.0% | -7.2% |
| 6M | +2.1% | +3.3% | -1.2% | -4.0% |
| YTD | -8.9% | +12.5% | -21.3% | -29.0% |
| 1Y | -9.7% | +12.6% | -22.3% | -29.8% |
| All | -9.7% | +13.1% | -22.8% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling