-2.6%
AFRM vs STLD
+47.9%
-50.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -7.6% | -0.3% | -6.3% |
| 7D | -6.9% | -12.5% | +5.6% | -4.5% |
| 30D | -7.0% | -6.8% | -0.1% | -5.6% |
| 3M | -11.2% | -16.4% | +5.1% | -8.7% |
| 6M | +4.3% | -6.1% | +10.4% | +3.1% |
| YTD | -6.4% | +32.0% | -38.4% | -22.4% |
| 1Y | -2.6% | +45.5% | -48.1% | -31.2% |
| All | -2.6% | +47.9% | -50.5% | -31.2% |
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