+2.1%
AFRM vs ITOT
+3.6%
-1.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | -0.2% |
| 7D | -10.3% | -0.8% | -9.5% | -8.2% |
| 30D | -13.7% | -2.0% | -11.7% | -8.3% |
| 3M | -11.6% | -1.5% | -10.0% | -6.6% |
| 6M | +2.1% | +3.3% | -1.2% | -4.6% |
| All | +2.1% | +3.6% | -1.5% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling