-11.0%
AFRM vs STLD
+46.8%
-57.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | -4.4% | +2.9% | -7.3% | -4.9% |
| 30D | -7.7% | -5.6% | -2.1% | -6.7% |
| 3M | -16.9% | -11.7% | -5.1% | -15.7% |
| 6M | +2.5% | -2.8% | +5.3% | +0.9% |
| YTD | -12.5% | +36.4% | -49.0% | -25.7% |
| 1Y | -11.0% | +50.0% | -61.0% | -33.9% |
| All | -11.0% | +46.8% | -57.8% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling