-56.0%
AFRM vs STZ
-29.4%
-26.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | -4.4% | +2.6% | -7.0% | -5.9% |
| 30D | -7.7% | +15.2% | -22.9% | -15.8% |
| 3M | -16.9% | +7.6% | -24.5% | -21.3% |
| 6M | +2.5% | +5.3% | -2.8% | -2.8% |
| YTD | -12.5% | +8.6% | -21.2% | -23.6% |
| 1Y | -11.0% | +15.6% | -26.6% | -27.0% |
| 3Y | +184.6% | -35.2% | +219.7% | +279.1% |
| All | -56.0% | -29.4% | -26.6% | -43.0% |
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