+189.1%
AFRM vs SCHG
+85.5%
+103.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -4.1% |
| 7D | -8.0% | -0.9% | -7.1% | -6.4% |
| 30D | -9.8% | -2.3% | -7.5% | -5.2% |
| 3M | +4.7% | +4.5% | +0.1% | -3.1% |
| 6M | +34.1% | +13.6% | +20.6% | +7.2% |
| YTD | -8.4% | +7.6% | -16.0% | -18.4% |
| 1Y | -22.9% | +13.0% | -36.0% | -37.0% |
| All | +189.1% | +85.5% | +103.7% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling