-20.9%
AFRM vs STLD
+292.4%
-313.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.4% |
| 7D | -7.0% | +3.1% | -10.1% | -9.0% |
| 30D | -7.8% | -9.0% | +1.2% | -2.1% |
| 3M | +5.3% | -12.4% | +17.7% | +13.2% |
| 6M | +42.6% | +25.5% | +17.1% | +13.9% |
| YTD | -2.8% | +43.6% | -46.4% | -32.0% |
| 1Y | -19.3% | +87.2% | -106.5% | -55.1% |
| 3Y | +231.0% | +135.2% | +95.7% | +47.4% |
| All | -20.9% | +292.4% | -313.3% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling