-31.6%
AFRM vs STZ
-28.4%
-3.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.4% | +5.3% | -13.7% | -11.0% |
| 30D | -18.3% | +19.6% | -37.9% | -26.8% |
| 3M | -12.7% | +10.0% | -22.7% | -18.0% |
| 6M | +3.0% | -0.3% | +3.3% | +1.4% |
| YTD | -11.4% | +8.6% | -20.0% | -21.6% |
| 1Y | -13.3% | +16.6% | -29.9% | -28.1% |
| 3Y | +194.0% | -34.8% | +228.8% | +280.6% |
| 5Y | -50.6% | -27.8% | -22.8% | -35.1% |
| All | -31.6% | -28.4% | -3.2% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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