-27.7%
AFRM vs STLA
-60.0%
+32.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.5% | -3.3% | -5.0% |
| 7D | -6.9% | -5.5% | -1.4% | -3.4% |
| 30D | -7.0% | -3.7% | -3.3% | -5.2% |
| 3M | -11.2% | -21.1% | +9.9% | +1.7% |
| 6M | +4.3% | -38.3% | +42.6% | +37.9% |
| YTD | -6.4% | -59.2% | +52.8% | +57.2% |
| 1Y | -2.6% | -56.7% | +54.1% | +55.4% |
| 3Y | +210.6% | -74.3% | +284.9% | +593.2% |
| 5Y | -57.6% | -70.2% | +12.6% | -28.1% |
| All | -27.7% | -60.0% | +32.3% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling