-29.6%
AFRM vs STZ
-29.1%
-0.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.4% |
| 7D | -10.3% | -0.9% | -9.3% | -9.8% |
| 30D | -13.7% | +14.9% | -28.6% | -20.8% |
| 3M | -11.6% | +8.4% | -20.0% | -16.3% |
| 6M | +2.1% | +2.8% | -0.7% | -1.4% |
| YTD | -8.9% | +7.5% | -16.4% | -18.9% |
| 1Y | -9.7% | +12.5% | -22.3% | -23.0% |
| 3Y | +202.5% | -35.4% | +237.9% | +293.6% |
| 5Y | -55.3% | -29.3% | -26.0% | -40.8% |
| All | -29.6% | -29.1% | -0.5% | -3.9% |
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