-17.7%
AFRM vs ITOT
+73.9%
-91.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +1.4% |
| 7D | +3.1% | +0.7% | +2.4% | +0.9% |
| 30D | -4.2% | -1.1% | -3.1% | -0.4% |
| 3M | +10.1% | +3.9% | +6.2% | -2.0% |
| 6M | +39.4% | +14.7% | +24.7% | -9.6% |
| YTD | -3.2% | +13.3% | -16.5% | -34.6% |
| 1Y | -16.1% | +19.1% | -35.2% | -51.6% |
| 3Y | +220.8% | +77.3% | +143.4% | -50.0% |
| 5Y | -17.7% | +74.1% | -91.7% | -79.0% |
| All | -17.7% | +73.9% | -91.5% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling