+213.7%
AFRM vs STLA
-74.0%
+287.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -7.3% | -4.5% | -2.8% | -5.2% |
| 30D | -9.6% | -3.9% | -5.7% | -8.0% |
| 3M | -11.1% | -20.2% | +9.1% | -2.0% |
| 6M | +3.9% | -42.2% | +46.0% | +32.7% |
| YTD | -8.5% | -59.3% | +50.8% | +36.1% |
| 1Y | +3.3% | -56.1% | +59.3% | +46.1% |
| 3Y | +213.7% | -73.7% | +287.4% | +507.1% |
| All | +213.7% | -74.0% | +287.8% | +507.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling