+98.6%
SCHD vs AFRM
-27.6%
+126.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | +1.4% | -5.5% | +6.9% | +1.8% |
| 30D | +7.7% | -15.5% | +23.1% | +8.6% |
| 3M | +5.7% | -10.3% | +16.0% | +6.2% |
| 6M | +14.9% | +0.6% | +14.3% | +14.4% |
| YTD | +34.2% | -11.5% | +45.8% | +34.0% |
| 1Y | +36.8% | -16.6% | +53.4% | +36.9% |
| 3Y | +73.2% | +193.5% | -120.3% | +56.1% |
| 5Y | +62.8% | -55.8% | +118.6% | +43.8% |
| All | +98.6% | -27.6% | +126.1% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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