+130.8%
SLB vs AFRM
-23.1%
+153.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | +0.8% | -7.0% | +7.8% | +1.3% |
| 30D | +15.8% | -7.8% | +23.6% | +16.4% |
| 3M | -0.3% | +5.3% | -5.7% | -1.0% |
| 6M | +21.3% | +42.6% | -21.3% | +17.5% |
| YTD | +52.3% | -2.8% | +55.1% | +51.4% |
| 1Y | +63.6% | -19.3% | +82.9% | +64.1% |
| 3Y | +3.8% | +231.0% | -227.2% | -7.9% |
| All | +130.8% | -23.1% | +153.8% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling