+213.7%
AFRM vs STZ
-37.2%
+250.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | -7.3% | +4.9% | -12.2% | -8.3% |
| 30D | -9.6% | +20.9% | -30.4% | -13.9% |
| 3M | -11.1% | +8.0% | -19.0% | -12.8% |
| 6M | +3.9% | -5.3% | +9.2% | +5.1% |
| YTD | -8.5% | +5.9% | -14.4% | -13.4% |
| 1Y | +3.3% | +14.2% | -11.0% | -6.0% |
| 3Y | +213.7% | -37.0% | +250.7% | +251.4% |
| All | +213.7% | -37.2% | +250.9% | +251.4% |
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