-19.9%
AFRM vs SCHG
+11.9%
-31.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.7% |
| 7D | -8.5% | -2.7% | -5.8% | -2.8% |
| 30D | -11.4% | -2.2% | -9.1% | -6.6% |
| 3M | +8.2% | +6.2% | +2.1% | -3.8% |
| 6M | +36.6% | +13.4% | +23.2% | +8.2% |
| YTD | -8.7% | +7.1% | -15.8% | -17.9% |
| 1Y | -19.9% | +12.5% | -32.4% | -36.7% |
| All | -19.9% | +11.9% | -31.8% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling