+229.9%
AFRM vs STT
+207.1%
+22.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.8% |
| 7D | -7.0% | +0.5% | -7.4% | -7.4% |
| 30D | -7.8% | +3.9% | -11.7% | -12.5% |
| 3M | +5.3% | +20.0% | -14.6% | -18.0% |
| 6M | +42.6% | +55.3% | -12.7% | -22.2% |
| YTD | -2.8% | +53.3% | -56.1% | -47.0% |
| 1Y | -19.3% | +74.7% | -94.0% | -63.8% |
| All | +229.9% | +207.1% | +22.8% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling