+79.4%
SCHW vs AFRM
+192.6%
-113.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +2.0% | -4.4% | +6.4% | +2.5% |
| 30D | -3.6% | -7.7% | +4.0% | -2.9% |
| 3M | -15.0% | -16.9% | +1.9% | -13.5% |
| 6M | +2.6% | +2.5% | +0.2% | +1.3% |
| YTD | -5.7% | -12.5% | +6.8% | -5.9% |
| 1Y | -0.9% | -11.0% | +10.1% | -1.5% |
| 3Y | +79.4% | +184.6% | -105.2% | +51.4% |
| All | +79.4% | +192.6% | -113.2% | +51.4% |
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