+54.3%
SHW vs AFRM
-25.4%
+79.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.1% |
| 7D | -2.1% | -10.3% | +8.1% | -1.2% |
| 30D | +11.1% | -13.7% | +24.8% | +12.5% |
| 3M | -2.2% | -11.6% | +9.4% | -1.3% |
| 6M | +14.3% | +2.1% | +12.2% | +13.7% |
| YTD | +10.6% | -8.9% | +19.4% | +10.4% |
| 1Y | +4.1% | -9.7% | +13.8% | +3.8% |
| 3Y | +42.9% | +202.5% | -159.6% | +23.0% |
| 5Y | +14.2% | -55.3% | +69.5% | -3.1% |
| All | +54.3% | -25.4% | +79.7% | +29.2% |
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