+24.4%
SHOP vs AFRM
-25.4%
+49.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +0.7% |
| 7D | -2.5% | -10.3% | +7.8% | +1.7% |
| 30D | -16.7% | -13.7% | -3.0% | -12.0% |
| 3M | -2.2% | -11.6% | +9.4% | +2.2% |
| 6M | +45.6% | +2.1% | +43.5% | +43.3% |
| YTD | -7.3% | -8.9% | +1.6% | -5.3% |
| 1Y | -6.1% | -9.7% | +3.6% | -4.2% |
| 3Y | +143.3% | +202.5% | -59.1% | +36.2% |
| 5Y | +0.2% | -55.3% | +55.5% | -30.0% |
| All | +24.4% | -25.4% | +49.8% | -19.3% |
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