+51.4%
SHW vs AFRM
-23.4%
+74.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.8% | +3.9% | -3.3% |
| 7D | +5.7% | -6.9% | +12.6% | +6.4% |
| 30D | +8.7% | -7.0% | +15.6% | +9.3% |
| 3M | -5.4% | -11.2% | +5.9% | -4.6% |
| 6M | +12.2% | +4.3% | +8.0% | +11.4% |
| YTD | +8.5% | -6.4% | +14.9% | +8.1% |
| 1Y | +4.9% | -2.6% | +7.5% | +3.9% |
| 3Y | +42.8% | +210.6% | -167.7% | +22.5% |
| 5Y | +14.5% | -57.6% | +72.1% | -2.9% |
| All | +51.4% | -23.4% | +74.8% | +26.4% |
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