-27.7%
AFRM vs STT
+144.4%
-172.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.7% | -3.1% | -2.8% |
| 7D | -6.9% | -4.9% | -2.0% | -1.5% |
| 30D | -7.0% | -6.0% | -1.0% | -0.1% |
| 3M | -11.2% | -11.7% | +0.4% | +1.4% |
| 6M | +4.3% | +11.7% | -7.4% | -8.7% |
| YTD | -6.4% | +30.4% | -36.8% | -31.6% |
| 1Y | -2.6% | +43.9% | -46.5% | -36.3% |
| 3Y | +210.6% | +165.4% | +45.2% | +10.3% |
| 5Y | -57.6% | +101.0% | -158.6% | -82.1% |
| All | -27.7% | +144.4% | -172.1% | -69.6% |
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 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