-32.4%
AFRM vs STT
+157.9%
-190.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -4.4% | +4.8% | -9.2% | -9.2% |
| 30D | -7.7% | +3.9% | -11.6% | -11.3% |
| 3M | -16.9% | -8.2% | -8.7% | -9.0% |
| 6M | +2.5% | +15.6% | -13.1% | -13.4% |
| YTD | -12.5% | +37.6% | -50.2% | -39.8% |
| 1Y | -11.0% | +50.1% | -61.1% | -44.5% |
| 3Y | +184.6% | +183.1% | +1.5% | -5.5% |
| 5Y | -56.3% | +104.8% | -161.1% | -82.6% |
| All | -32.4% | +157.9% | -190.3% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling