+190.3%
SHEL vs AFRM
-20.7%
+211.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +1.9% | +3.1% | -1.1% | +1.8% |
| 30D | +8.7% | -4.2% | +12.9% | +8.8% |
| 3M | +11.0% | +10.1% | +0.9% | +10.4% |
| 6M | +14.6% | +39.4% | -24.9% | +12.7% |
| YTD | +33.3% | -3.2% | +36.4% | +32.8% |
| 1Y | +37.9% | -16.1% | +53.9% | +37.8% |
| 3Y | +69.7% | +220.8% | -151.0% | +57.5% |
| 5Y | +190.2% | -17.7% | +207.8% | +164.6% |
| All | +190.3% | -20.7% | +211.0% | +156.2% |
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 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