-50.6%
AFRM vs STLA
-71.4%
+20.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.6% | -0.5% |
| 7D | -8.4% | -4.9% | -3.5% | -4.9% |
| 30D | -18.3% | -4.9% | -13.4% | -15.8% |
| 3M | -12.7% | -23.7% | +11.0% | +3.5% |
| 6M | +3.0% | -45.0% | +48.0% | +52.6% |
| YTD | -11.4% | -60.9% | +49.5% | +60.6% |
| 1Y | -13.3% | -58.9% | +45.6% | +49.2% |
| 3Y | +194.0% | -74.4% | +268.5% | +605.3% |
| 5Y | -50.6% | -71.5% | +20.9% | -15.2% |
| All | -50.6% | -71.4% | +20.8% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling