+88.3%
SLV vs AFRM
-28.4%
+116.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -5.8% | -4.4% | -1.4% | -5.6% |
| 30D | -12.1% | -7.7% | -4.5% | -11.8% |
| 3M | -24.1% | -16.9% | -7.3% | -23.5% |
| 6M | -44.4% | +2.5% | -46.9% | -44.5% |
| YTD | -31.5% | -12.5% | -19.0% | -31.4% |
| 1Y | -6.9% | -11.0% | +4.1% | -6.9% |
| 3Y | +116.0% | +184.6% | -68.6% | +103.1% |
| 5Y | +88.4% | -56.3% | +144.7% | +78.1% |
| All | +88.3% | -28.4% | +116.6% | +77.2% |
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