+72.7%
IVV vs AFRM
-57.5%
+130.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.1% | -7.5% | +7.6% | +1.0% |
| 30D | -3.3% | -15.7% | +12.4% | -1.6% |
| 3M | -2.4% | -9.6% | +7.2% | -1.6% |
| 6M | +2.6% | +6.3% | -3.7% | +1.2% |
| YTD | +11.3% | -8.6% | +19.9% | +10.9% |
| 1Y | +13.4% | -7.6% | +21.0% | +12.6% |
| 3Y | +80.3% | +173.7% | -93.4% | +50.0% |
| 5Y | +72.7% | -56.9% | +129.6% | +49.7% |
| All | +72.7% | -57.5% | +130.2% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling