-32.4%
AFRM vs STLA
-65.6%
+33.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | -4.4% | -13.8% | +9.4% | +4.8% |
| 30D | -7.7% | -10.5% | +2.9% | -1.7% |
| 3M | -16.9% | -28.9% | +12.0% | +1.4% |
| 6M | +2.5% | -49.7% | +52.2% | +55.6% |
| YTD | -12.5% | -64.9% | +52.4% | +61.4% |
| 1Y | -11.0% | -64.0% | +53.0% | +59.9% |
| 3Y | +184.6% | -77.4% | +262.0% | +586.6% |
| 5Y | -56.3% | -74.4% | +18.1% | -18.7% |
| All | -32.4% | -65.6% | +33.1% | +24.9% |
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