+183.0%
SHEL vs AFRM
-20.4%
+203.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.8% |
| 7D | +2.2% | -7.0% | +9.2% | +2.5% |
| 30D | +6.8% | -7.8% | +14.6% | +7.1% |
| 3M | +8.1% | +5.3% | +2.8% | +7.7% |
| 6M | +14.4% | +42.6% | -28.2% | +12.5% |
| YTD | +30.0% | -2.8% | +32.8% | +29.5% |
| 1Y | +33.3% | -19.3% | +52.6% | +33.5% |
| 3Y | +66.4% | +231.0% | -164.5% | +54.3% |
| 5Y | +178.6% | -22.2% | +200.8% | +154.2% |
| All | +183.0% | -20.4% | +203.5% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling