+94.4%
SCHW vs AFRM
-25.2%
+119.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.8% | -8.5% | +5.7% | -2.0% |
| 30D | -0.1% | -11.4% | +11.3% | +0.9% |
| 3M | +20.6% | +8.2% | +12.3% | +19.3% |
| 6M | +15.9% | +36.6% | -20.7% | +11.8% |
| YTD | +8.5% | -8.7% | +17.1% | +8.2% |
| 1Y | +17.8% | -19.9% | +37.7% | +18.4% |
| 3Y | +88.5% | +202.6% | -114.0% | +61.6% |
| 5Y | +60.6% | -45.0% | +105.7% | +34.3% |
| All | +94.4% | -25.2% | +119.6% | +57.9% |
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