+100.0%
SLV vs AFRM
-25.1%
+125.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +5.1% | -7.3% | +12.4% | +5.5% |
| 30D | -12.9% | -9.6% | -3.4% | -12.5% |
| 3M | -16.1% | -11.1% | -5.0% | -15.7% |
| 6M | -33.2% | +3.9% | -37.0% | -33.3% |
| YTD | -27.2% | -8.5% | -18.8% | -27.3% |
| 1Y | +7.6% | +3.3% | +4.4% | +7.0% |
| 3Y | +122.3% | +213.7% | -91.4% | +108.2% |
| 5Y | +109.7% | -58.5% | +168.2% | +97.8% |
| All | +100.0% | -25.1% | +125.0% | +87.7% |
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