-21.6%
AFRM vs STLD
+528.4%
-550.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.1% | +6.9% |
| 7D | +3.1% | -3.9% | +7.0% | +5.6% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | -3.2% | -9.2% | +6.0% | +1.4% |
| 6M | +12.7% | +5.0% | +7.7% | +4.8% |
| YTD | +1.6% | +42.8% | -41.2% | -25.2% |
| 1Y | +5.9% | +60.1% | -54.2% | -27.9% |
| 3Y | +237.0% | +123.5% | +113.5% | +78.9% |
| 5Y | -55.1% | +302.0% | -357.2% | -80.9% |
| All | -21.6% | +528.4% | -550.0% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling