+14.2%
STM vs AFRM
-27.4%
+41.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.9% |
| 7D | -7.9% | -8.4% | +0.5% | -6.4% |
| 30D | -14.1% | -18.3% | +4.1% | -10.9% |
| 3M | -17.6% | -12.7% | -4.9% | -16.0% |
| 6M | -24.2% | +3.0% | -27.3% | -25.1% |
| YTD | +73.3% | -11.4% | +84.7% | +74.4% |
| 1Y | +90.1% | -13.3% | +103.4% | +91.4% |
| 3Y | +10.3% | +194.0% | -183.7% | -18.3% |
| 5Y | -5.7% | -50.6% | +44.9% | -25.6% |
| All | +14.2% | -27.4% | +41.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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