+63.7%
SCHD vs AFRM
-58.9%
+122.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.3% |
| 7D | -0.5% | -10.3% | +9.7% | +0.2% |
| 30D | +8.3% | -13.7% | +22.0% | +9.3% |
| 3M | +5.9% | -11.6% | +17.5% | +6.6% |
| 6M | +15.3% | +2.1% | +13.2% | +14.5% |
| YTD | +34.5% | -8.9% | +43.4% | +34.1% |
| 1Y | +37.2% | -9.7% | +46.9% | +36.6% |
| 3Y | +73.6% | +202.5% | -128.8% | +51.8% |
| 5Y | +63.7% | -55.3% | +119.0% | +43.2% |
| All | +63.7% | -58.9% | +122.6% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling