-31.7%
AFRM vs STLD
+520.5%
-552.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.2% | -2.5% |
| 7D | -5.5% | +6.9% | -12.3% | -9.5% |
| 30D | -15.5% | -1.5% | -14.0% | -15.0% |
| 3M | -10.3% | -9.7% | -0.6% | -5.7% |
| 6M | +0.6% | +2.3% | -1.7% | -4.6% |
| YTD | -11.5% | +41.0% | -52.6% | -34.3% |
| 1Y | -16.6% | +51.8% | -68.4% | -41.2% |
| 3Y | +193.5% | +126.4% | +67.1% | +54.4% |
| 5Y | -55.8% | +285.7% | -341.5% | -81.1% |
| All | -31.7% | +520.5% | -552.2% | -68.7% |
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