+20.9%
SHOP vs AFRM
-20.4%
+41.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.5% |
| 7D | -5.1% | -7.0% | +1.8% | -2.5% |
| 30D | +0.6% | -7.8% | +8.4% | +3.6% |
| 3M | +25.0% | +5.3% | +19.7% | +22.0% |
| 6M | +11.9% | +42.6% | -30.7% | -3.0% |
| YTD | -9.9% | -2.8% | -7.1% | -9.9% |
| 1Y | 0.0% | -19.3% | +19.3% | +5.3% |
| 3Y | +117.5% | +231.0% | -113.5% | +15.8% |
| 5Y | -6.6% | -22.2% | +15.6% | -41.0% |
| All | +20.9% | -20.4% | +41.3% | -23.3% |
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 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