+194.0%
AFRM vs STZ
-34.1%
+228.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.4% | +5.3% | -13.7% | -9.5% |
| 30D | -18.3% | +19.6% | -37.9% | -22.0% |
| 3M | -12.7% | +10.0% | -22.7% | -14.8% |
| 6M | +3.0% | -0.3% | +3.3% | +2.7% |
| YTD | -11.4% | +8.6% | -20.0% | -16.8% |
| 1Y | -13.3% | +16.6% | -29.9% | -21.6% |
| 3Y | +194.0% | -34.8% | +228.8% | +218.2% |
| All | +194.0% | -34.1% | +228.1% | +218.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling