-29.3%
AFRM vs STLD
+483.3%
-512.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | -7.3% | -11.1% | +3.8% | -0.2% |
| 30D | -9.6% | -4.8% | -4.8% | -6.9% |
| 3M | -11.1% | -14.6% | +3.5% | -3.1% |
| 6M | +3.9% | -7.4% | +11.3% | +5.0% |
| YTD | -8.5% | +32.6% | -41.1% | -29.3% |
| 1Y | +3.3% | +47.3% | -44.1% | -25.8% |
| 3Y | +213.7% | +107.5% | +106.2% | +74.6% |
| 5Y | -58.5% | +268.8% | -327.4% | -81.5% |
| All | -29.3% | +483.3% | -512.7% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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