+146.4%
SHOP vs AFRM
+203.8%
-57.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +4.4% |
| 7D | -5.4% | -7.3% | +1.8% | -2.5% |
| 30D | -10.3% | -9.6% | -0.8% | -7.0% |
| 3M | +1.0% | -11.1% | +12.1% | +5.2% |
| 6M | +41.2% | +3.9% | +37.4% | +38.2% |
| YTD | -7.5% | -8.5% | +1.0% | -6.2% |
| 1Y | -4.6% | +3.3% | -7.8% | -7.8% |
| 3Y | +146.4% | +213.7% | -67.3% | +95.3% |
| All | +146.4% | +203.8% | -57.4% | +95.3% |
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 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