-11.2%
SHOP vs AFRM
-56.8%
+45.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -1.2% | -4.4% | +3.2% | +0.8% |
| 30D | -14.7% | -7.7% | -7.1% | -11.7% |
| 3M | -7.2% | -16.9% | +9.7% | +0.1% |
| 6M | +54.2% | +2.5% | +51.7% | +50.9% |
| YTD | -8.6% | -12.5% | +3.9% | -5.0% |
| 1Y | +0.5% | -11.0% | +11.5% | +3.2% |
| 3Y | +135.9% | +184.6% | -48.6% | +18.9% |
| All | -11.2% | -56.8% | +45.6% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling