+87.0%
SCHW vs AFRM
+194.5%
-107.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.8% | -8.5% | +5.7% | -1.8% |
| 30D | -0.1% | -11.4% | +11.3% | +1.2% |
| 3M | +20.6% | +8.2% | +12.3% | +18.8% |
| 6M | +15.9% | +36.6% | -20.7% | +10.3% |
| YTD | +8.5% | -8.7% | +17.1% | +8.1% |
| 1Y | +17.8% | -19.9% | +37.7% | +18.5% |
| All | +87.0% | +194.5% | -107.5% | +44.9% |
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 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