-29.3%
AFRM vs SHAK
-38.0%
+8.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.5% | +1.1% | -1.0% |
| 7D | -8.0% | -7.2% | -0.8% | -3.3% |
| 30D | -9.8% | -11.8% | +2.0% | -1.9% |
| 3M | +4.7% | +17.2% | -12.5% | -8.0% |
| 6M | +34.1% | -34.1% | +68.3% | +63.2% |
| YTD | -8.4% | -22.4% | +13.9% | -2.9% |
| 1Y | -22.9% | -35.9% | +13.0% | -7.1% |
| 3Y | +203.3% | -3.4% | +206.7% | +109.5% |
| 5Y | -26.0% | -25.4% | -0.5% | -42.4% |
| All | -29.3% | -38.0% | +8.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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