+201.1%
SHEL vs AFRM
-25.2%
+226.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -5.8% | -7.5% | +1.8% | -5.6% |
| 30D | -1.3% | -15.7% | +14.4% | -0.8% |
| 3M | +12.7% | -9.6% | +22.3% | +12.9% |
| 6M | +19.9% | +6.3% | +13.6% | +19.2% |
| YTD | +38.3% | -8.6% | +46.9% | +37.9% |
| 1Y | +35.7% | -7.6% | +43.3% | +35.1% |
| 3Y | +71.7% | +173.7% | -101.9% | +60.5% |
| 5Y | +158.4% | -56.9% | +215.3% | +138.0% |
| All | +201.1% | -25.2% | +226.3% | +166.0% |
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