+33.3%
SHEL vs AFRM
-15.0%
+48.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.5% |
| 7D | +2.2% | -7.0% | +9.2% | +1.9% |
| 30D | +6.8% | -7.8% | +14.6% | +6.4% |
| 3M | +8.1% | +5.3% | +2.8% | +8.4% |
| 6M | +14.4% | +42.6% | -28.2% | +15.2% |
| YTD | +30.0% | -2.8% | +32.8% | +31.5% |
| 1Y | +33.3% | -19.3% | +52.6% | +34.2% |
| All | +33.3% | -15.0% | +48.3% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling