-27.7%
AFRM vs STLD
+480.7%
-508.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -7.6% | -0.3% | -3.1% |
| 7D | -6.9% | -12.5% | +5.6% | +1.2% |
| 30D | -7.0% | -6.8% | -0.1% | -3.0% |
| 3M | -11.2% | -16.4% | +5.1% | -1.9% |
| 6M | +4.3% | -6.1% | +10.4% | +4.3% |
| YTD | -6.4% | +32.0% | -38.4% | -27.5% |
| 1Y | -2.6% | +45.5% | -48.1% | -29.4% |
| 3Y | +210.6% | +106.5% | +104.1% | +73.4% |
| 5Y | -57.6% | +267.2% | -324.8% | -81.0% |
| All | -27.7% | +480.7% | -508.4% | -65.4% |
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