-20.9%
AFRM vs STLA
-62.4%
+41.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.5% |
| 7D | -7.0% | +2.6% | -9.5% | -8.8% |
| 30D | -7.8% | -1.2% | -6.6% | -7.2% |
| 3M | +5.3% | -24.8% | +30.1% | +27.1% |
| 6M | +42.6% | -25.6% | +68.2% | +70.9% |
| YTD | -2.8% | -48.9% | +46.1% | +47.9% |
| 1Y | -19.3% | -38.8% | +19.5% | +2.0% |
| 3Y | +231.0% | -64.5% | +295.5% | +517.7% |
| All | -20.9% | -62.4% | +41.4% | +20.4% |
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