-24.9%
AFRM vs SHAK
-31.7%
+6.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.7% |
| 7D | -7.0% | -0.7% | -6.3% | -6.4% |
| 30D | -7.8% | -6.6% | -1.2% | -3.6% |
| 3M | +5.3% | +30.1% | -24.7% | -13.7% |
| 6M | +42.6% | -28.7% | +71.4% | +64.6% |
| YTD | -2.8% | -14.5% | +11.7% | -3.4% |
| 1Y | -19.3% | -31.9% | +12.6% | -6.3% |
| 3Y | +231.0% | -1.0% | +231.9% | +129.2% |
| 5Y | -22.2% | -18.7% | -3.5% | -43.0% |
| All | -24.9% | -31.7% | +6.7% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling