-56.9%
AFRM vs STT
+108.8%
-165.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -4.1% |
| 7D | -7.5% | +0.9% | -8.5% | -8.5% |
| 30D | -15.7% | -2.3% | -13.4% | -12.9% |
| 3M | -9.6% | -7.0% | -2.6% | -1.5% |
| 6M | +6.3% | +15.5% | -9.2% | -12.8% |
| YTD | -8.6% | +35.6% | -44.2% | -40.1% |
| 1Y | -7.6% | +47.9% | -55.5% | -46.0% |
| 3Y | +173.7% | +181.1% | -7.4% | -27.8% |
| 5Y | -56.9% | +108.2% | -165.1% | -85.0% |
| All | -56.9% | +108.8% | -165.7% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling