-32.4%
AFRM vs SCHG
+117.8%
-150.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | +0.8% |
| 7D | -4.4% | +2.7% | -7.2% | -10.8% |
| 30D | -7.7% | -5.2% | -2.5% | +3.9% |
| 3M | -16.9% | -5.2% | -11.7% | -6.0% |
| 6M | +2.5% | -0.6% | +3.1% | +4.2% |
| YTD | -12.5% | +4.7% | -17.2% | -21.1% |
| 1Y | -11.0% | +6.0% | -17.1% | -22.0% |
| 3Y | +184.6% | +78.9% | +105.7% | -35.0% |
| 5Y | -56.3% | +69.9% | -126.2% | -85.3% |
| All | -32.4% | +117.8% | -150.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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