+86.3%
SCHD vs AFRM
-25.2%
+111.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.1% | -8.5% | +5.4% | -2.6% |
| 30D | -0.8% | -11.4% | +10.5% | -0.2% |
| 3M | +6.2% | +8.2% | -2.0% | +5.5% |
| 6M | +11.8% | +36.6% | -24.8% | +9.3% |
| YTD | +26.0% | -8.7% | +34.6% | +25.7% |
| 1Y | +28.1% | -19.9% | +48.0% | +28.5% |
| 3Y | +54.6% | +202.6% | -148.0% | +38.7% |
| 5Y | +60.3% | -45.0% | +105.4% | +41.3% |
| All | +86.3% | -25.2% | +111.5% | +63.6% |
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