-24.9%
AFRM vs STT
+187.3%
-212.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.8% |
| 7D | -7.0% | +0.5% | -7.4% | -7.3% |
| 30D | -7.8% | +3.9% | -11.7% | -11.8% |
| 3M | +5.3% | +20.0% | -14.6% | -14.5% |
| 6M | +42.6% | +55.3% | -12.7% | -13.1% |
| YTD | -2.8% | +53.3% | -56.1% | -40.5% |
| 1Y | -19.3% | +74.7% | -94.0% | -57.2% |
| 3Y | +231.0% | +205.8% | +25.1% | +1.6% |
| 5Y | -22.2% | +145.0% | -167.2% | -73.1% |
| All | -24.9% | +187.3% | -212.2% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling