-26.0%
AFRM vs SHAK
-25.9%
-0.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.5% | +1.1% | -0.8% |
| 7D | -8.0% | -7.2% | -0.8% | -3.1% |
| 30D | -9.8% | -11.8% | +2.0% | -1.5% |
| 3M | +4.7% | +17.2% | -12.5% | -8.8% |
| 6M | +34.1% | -34.1% | +68.3% | +64.6% |
| YTD | -8.4% | -22.4% | +13.9% | -3.1% |
| 1Y | -22.9% | -35.9% | +13.0% | -6.5% |
| 3Y | +203.3% | -3.4% | +206.7% | +90.6% |
| 5Y | -26.0% | -25.4% | -0.5% | -47.7% |
| All | -26.0% | -25.9% | -0.1% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling