-56.0%
AFRM vs SHAK
-12.1%
-43.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -3.4% |
| 7D | -4.4% | +4.3% | -8.7% | -7.7% |
| 30D | -7.7% | +9.0% | -16.7% | -14.0% |
| 3M | -16.9% | +1.8% | -18.7% | -19.4% |
| 6M | +2.5% | +17.3% | -14.8% | -13.7% |
| YTD | -12.5% | -7.6% | -4.9% | -20.2% |
| 1Y | -11.0% | -16.9% | +5.9% | -12.2% |
| 3Y | +184.6% | +35.1% | +149.5% | +15.2% |
| All | -56.0% | -12.1% | -43.9% | -71.8% |
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