+26.7%
SHOP vs AFRM
-25.2%
+51.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -2.7% | -7.5% | +4.9% | +0.4% |
| 30D | -11.0% | -15.7% | +4.7% | -5.1% |
| 3M | +0.3% | -9.6% | +9.9% | +3.9% |
| 6M | +37.7% | +6.3% | +31.4% | +33.3% |
| YTD | -5.5% | -8.6% | +3.1% | -3.6% |
| 1Y | -0.2% | -7.6% | +7.4% | +0.9% |
| 3Y | +151.9% | +173.7% | -21.8% | +46.0% |
| 5Y | -2.2% | -56.9% | +54.7% | -31.4% |
| All | +26.7% | -25.2% | +51.9% | -17.9% |
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