+165.7%
SLV vs AFRM
-23.1%
+188.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.1% |
| 7D | -0.3% | -7.0% | +6.6% | 0.0% |
| 30D | +6.7% | -7.8% | +14.5% | +7.1% |
| 3M | -10.7% | +5.3% | -16.0% | -11.0% |
| 6M | -20.6% | +42.6% | -63.2% | -22.0% |
| YTD | -7.1% | -2.8% | -4.3% | -7.4% |
| 1Y | +62.0% | -19.3% | +81.3% | +62.3% |
| 3Y | +169.8% | +231.0% | -61.1% | +150.1% |
| All | +165.7% | -23.1% | +188.8% | +146.7% |
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 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