-24.9%
AFRM vs SCHG
+127.0%
-151.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -0.5% |
| 7D | -7.0% | -0.7% | -6.3% | -5.2% |
| 30D | -7.8% | +0.2% | -8.0% | -8.1% |
| 3M | +5.3% | +2.2% | +3.1% | +0.7% |
| 6M | +42.6% | +15.0% | +27.6% | +2.9% |
| YTD | -2.8% | +9.2% | -12.0% | -20.0% |
| 1Y | -19.3% | +15.7% | -35.0% | -42.2% |
| 3Y | +231.0% | +87.3% | +143.7% | -31.8% |
| 5Y | -22.2% | +84.5% | -106.7% | -77.7% |
| All | -24.9% | +127.0% | -151.9% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling