+129.6%
SLB vs AFRM
-28.4%
+158.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +3.5% | -4.4% | +7.9% | +3.8% |
| 30D | +6.5% | -7.7% | +14.2% | +7.0% |
| 3M | -0.2% | -16.9% | +16.6% | +0.7% |
| 6M | -5.7% | +2.5% | -8.2% | -6.4% |
| YTD | +36.8% | -12.5% | +49.4% | +36.8% |
| 1Y | +45.8% | -11.0% | +56.8% | +45.4% |
| 3Y | +3.4% | +184.6% | -181.2% | -6.0% |
| 5Y | +76.1% | -56.3% | +132.4% | +58.3% |
| All | +129.6% | -28.4% | +158.0% | +106.5% |
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