+100.2%
SLV vs AFRM
-23.4%
+123.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.4% | -0.1% |
| 7D | -0.7% | -6.9% | +6.2% | -0.4% |
| 30D | -15.4% | -7.0% | -8.4% | -15.1% |
| 3M | -16.3% | -11.2% | -5.1% | -15.9% |
| 6M | -28.8% | +4.3% | -33.1% | -29.0% |
| YTD | -27.1% | -6.4% | -20.7% | -27.2% |
| 1Y | +7.5% | -2.6% | +10.1% | +7.1% |
| 3Y | +121.2% | +210.6% | -89.4% | +107.1% |
| 5Y | +110.0% | -57.6% | +167.6% | +97.9% |
| All | +100.2% | -23.4% | +123.6% | +87.8% |
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