-24.9%
AFRM vs ITOT
+106.3%
-131.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -1.6% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -7.8% | 0.0% | -7.8% | -7.6% |
| 3M | +5.3% | +2.0% | +3.4% | 0.0% |
| 6M | +42.6% | +13.0% | +29.6% | -1.7% |
| YTD | -2.8% | +14.0% | -16.8% | -34.6% |
| 1Y | -19.3% | +19.9% | -39.2% | -53.5% |
| 3Y | +231.0% | +75.8% | +155.2% | -41.7% |
| 5Y | -22.2% | +73.8% | -96.1% | -80.1% |
| All | -24.9% | +106.3% | -131.2% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling