+115.2%
IVV vs AFRM
-28.4%
+143.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +2.6% | -4.4% | +7.0% | +3.0% |
| 30D | -2.0% | -7.7% | +5.7% | -1.3% |
| 3M | -2.8% | -16.9% | +14.1% | -1.3% |
| 6M | +2.2% | +2.5% | -0.3% | +1.4% |
| YTD | +11.5% | -12.5% | +24.1% | +11.6% |
| 1Y | +13.5% | -11.0% | +24.5% | +13.3% |
| 3Y | +78.1% | +184.6% | -106.5% | +52.5% |
| 5Y | +73.1% | -56.3% | +129.4% | +47.8% |
| All | +115.2% | -28.4% | +143.6% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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