+120.6%
SLB vs AFRM
-23.4%
+144.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.8% | +4.1% | -3.2% |
| 7D | -7.7% | -6.9% | -0.8% | -7.3% |
| 30D | -0.7% | -7.0% | +6.3% | -0.4% |
| 3M | 0.0% | -11.2% | +11.2% | +0.5% |
| 6M | -10.4% | +4.3% | -14.7% | -11.2% |
| YTD | +31.5% | -6.4% | +37.9% | +30.8% |
| 1Y | +39.1% | -2.6% | +41.7% | +37.8% |
| 3Y | -5.7% | +210.6% | -216.3% | -14.8% |
| 5Y | +65.4% | -57.6% | +123.0% | +48.2% |
| All | +120.6% | -23.4% | +144.0% | +97.6% |
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