+56.5%
SCHD vs AFRM
+221.8%
-165.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -1.1% | +3.1% | -4.2% | -1.3% |
| 30D | +1.5% | -4.2% | +5.7% | +1.7% |
| 3M | +7.4% | +10.1% | -2.7% | +6.5% |
| 6M | +12.4% | +39.4% | -27.1% | +9.3% |
| YTD | +27.5% | -3.2% | +30.7% | +26.9% |
| 1Y | +30.0% | -16.1% | +46.1% | +30.1% |
| 3Y | +56.5% | +220.8% | -164.3% | +34.4% |
| All | +56.5% | +221.8% | -165.3% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling