-10.4%
SLB vs AFRM
+3.1%
-13.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.8% | +4.1% | -3.7% |
| 7D | -7.7% | -6.9% | -0.8% | -7.7% |
| 30D | -0.7% | -7.0% | +6.3% | -0.6% |
| 3M | 0.0% | -11.2% | +11.2% | -0.3% |
| 6M | -10.4% | +4.3% | -14.7% | -10.0% |
| All | -10.4% | +3.1% | -13.5% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling