+66.9%
SHEL vs AFRM
+203.8%
-136.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | -8.8% | -7.3% | -1.5% | -8.7% |
| 30D | +2.3% | -9.6% | +11.9% | +2.5% |
| 3M | +11.6% | -11.1% | +22.6% | +11.8% |
| 6M | +15.7% | +3.9% | +11.8% | +15.0% |
| YTD | +38.6% | -8.5% | +47.0% | +38.4% |
| 1Y | +38.5% | +3.3% | +35.2% | +37.2% |
| 3Y | +66.9% | +213.7% | -146.9% | +53.6% |
| All | +66.9% | +203.8% | -136.9% | +53.6% |
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