-29.6%
AFRM vs STLA
-62.9%
+33.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +5.1% |
| 7D | -10.3% | -11.6% | +1.4% | -2.9% |
| 30D | -13.7% | -6.2% | -7.6% | -10.7% |
| 3M | -11.6% | -24.6% | +13.0% | +4.1% |
| 6M | +2.1% | -44.9% | +47.0% | +46.2% |
| YTD | -8.9% | -62.3% | +53.4% | +60.6% |
| 1Y | -9.7% | -61.8% | +52.1% | +56.6% |
| 3Y | +202.5% | -75.3% | +277.8% | +587.6% |
| 5Y | -55.3% | -72.5% | +17.2% | -20.6% |
| All | -29.6% | -62.9% | +33.3% | +24.3% |
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