+200.1%
SHEL vs AFRM
-27.6%
+227.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.7% | +0.8% |
| 7D | -1.6% | -5.5% | +3.9% | -1.4% |
| 30D | -4.3% | -15.5% | +11.2% | -3.8% |
| 3M | +10.4% | -10.3% | +20.7% | +10.6% |
| 6M | +17.5% | +0.6% | +16.9% | +17.1% |
| YTD | +37.8% | -11.5% | +49.4% | +37.6% |
| 1Y | +33.8% | -16.6% | +50.4% | +33.8% |
| 3Y | +69.1% | +193.5% | -124.4% | +57.7% |
| 5Y | +165.7% | -55.8% | +221.5% | +144.8% |
| All | +200.1% | -27.6% | +227.7% | +165.4% |
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 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