+123.9%
SLB vs AFRM
-25.2%
+149.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.7% | -7.5% | +3.9% | -3.2% |
| 30D | +2.9% | -15.7% | +18.6% | +4.0% |
| 3M | +0.2% | -9.6% | +9.8% | +0.6% |
| 6M | -4.4% | +6.3% | -10.7% | -5.3% |
| YTD | +33.4% | -8.6% | +42.0% | +33.0% |
| 1Y | +40.8% | -7.6% | +48.4% | +40.0% |
| 3Y | +3.2% | +173.7% | -170.5% | -6.1% |
| 5Y | +64.8% | -56.9% | +121.7% | +47.8% |
| All | +123.9% | -25.2% | +149.1% | +100.8% |
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