-50.6%
AFRM vs STLD
+289.0%
-339.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -6.8% | -5.8% |
| 7D | -8.4% | -4.7% | -3.7% | -5.4% |
| 30D | -18.3% | -0.9% | -17.3% | -18.1% |
| 3M | -12.7% | -11.9% | -0.8% | -5.8% |
| 6M | +3.0% | +0.9% | +2.1% | -2.6% |
| YTD | -11.4% | +40.4% | -51.8% | -38.2% |
| 1Y | -13.3% | +56.6% | -69.9% | -44.9% |
| 3Y | +194.0% | +125.5% | +68.5% | +30.2% |
| 5Y | -50.6% | +292.8% | -343.4% | -85.5% |
| All | -50.6% | +289.0% | -339.6% | -85.5% |
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