+18.2%
STM vs AFRM
-25.4%
+43.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.0% |
| 7D | +1.4% | -10.3% | +11.7% | +3.6% |
| 30D | -8.4% | -13.7% | +5.4% | -5.9% |
| 3M | -15.8% | -11.6% | -4.2% | -14.3% |
| 6M | -22.8% | +2.1% | -24.9% | -23.6% |
| YTD | +79.4% | -8.9% | +88.2% | +79.5% |
| 1Y | +97.0% | -9.7% | +106.7% | +96.9% |
| 3Y | +14.2% | +202.5% | -188.3% | -15.9% |
| 5Y | -4.5% | -55.3% | +50.9% | -23.9% |
| All | +18.2% | -25.4% | +43.5% | -12.0% |
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