+109.1%
IVV vs AFRM
-23.4%
+132.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.8% | +3.4% | -3.7% |
| 7D | -4.8% | -6.9% | +2.2% | -4.1% |
| 30D | -5.9% | -7.0% | +1.1% | -5.4% |
| 3M | -4.5% | -11.2% | +6.7% | -3.7% |
| 6M | +1.8% | +4.3% | -2.4% | +0.8% |
| YTD | +8.4% | -6.4% | +14.8% | +7.8% |
| 1Y | +9.4% | -2.6% | +12.0% | +8.1% |
| 3Y | +75.3% | +210.6% | -135.3% | +48.6% |
| 5Y | +67.8% | -57.6% | +125.4% | +42.6% |
| All | +109.1% | -23.4% | +132.5% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling