-29.3%
AFRM vs STLA
-60.1%
+30.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -7.3% | -4.5% | -2.8% | -4.4% |
| 30D | -9.6% | -3.9% | -5.7% | -7.7% |
| 3M | -11.1% | -20.2% | +9.1% | +1.1% |
| 6M | +3.9% | -42.2% | +46.0% | +43.9% |
| YTD | -8.5% | -59.3% | +50.8% | +53.9% |
| 1Y | +3.3% | -56.1% | +59.3% | +62.8% |
| 3Y | +213.7% | -73.7% | +287.4% | +583.1% |
| 5Y | -58.5% | -70.3% | +11.8% | -29.6% |
| All | -29.3% | -60.1% | +30.7% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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