+220.8%
AFRM vs SHAK
+1.3%
+219.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.8% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | -4.2% | -5.2% | +1.0% | -2.1% |
| 3M | +10.1% | +27.3% | -17.2% | -1.1% |
| 6M | +39.4% | -27.9% | +67.3% | +52.4% |
| YTD | -3.2% | -17.0% | +13.8% | -1.5% |
| 1Y | -16.1% | -30.9% | +14.9% | -7.3% |
| 3Y | +220.8% | +3.4% | +217.4% | +184.4% |
| All | +220.8% | +1.3% | +219.5% | +184.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling