-20.9%
AFRM vs STZ
-33.3%
+12.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | -7.0% | -1.9% | -5.0% | -5.8% |
| 30D | -7.8% | -1.9% | -5.9% | -6.8% |
| 3M | +5.3% | -6.2% | +11.5% | +8.4% |
| 6M | +42.6% | -14.0% | +56.7% | +52.6% |
| YTD | -2.8% | -5.1% | +2.3% | -6.5% |
| 1Y | -19.3% | -9.6% | -9.7% | -19.8% |
| 3Y | +231.0% | -47.2% | +278.2% | +428.6% |
| All | -20.9% | -33.3% | +12.4% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling