+99.6%
SCHD vs AFRM
-28.4%
+128.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +2.7% | -4.4% | +7.1% | +3.0% |
| 30D | +7.1% | -7.7% | +14.8% | +7.6% |
| 3M | +5.7% | -16.9% | +22.6% | +6.7% |
| 6M | +15.6% | +2.5% | +13.1% | +14.9% |
| YTD | +34.9% | -12.5% | +47.4% | +34.8% |
| 1Y | +37.4% | -11.0% | +48.4% | +37.0% |
| 3Y | +74.5% | +184.6% | -110.0% | +57.6% |
| 5Y | +63.7% | -56.3% | +120.0% | +44.6% |
| All | +99.6% | -28.4% | +128.0% | +75.4% |
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