+0.4%
STM vs AFRM
+210.7%
-210.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -7.8% | -4.5% | -10.9% |
| 7D | -20.1% | -6.9% | -13.2% | -18.9% |
| 30D | -32.0% | -7.0% | -25.0% | -31.0% |
| 3M | -24.2% | -11.2% | -12.9% | -22.8% |
| 6M | -29.9% | +4.3% | -34.2% | -30.9% |
| YTD | +54.9% | -6.4% | +61.3% | +54.0% |
| 1Y | +68.0% | -2.6% | +70.6% | +65.1% |
| All | +0.4% | +210.7% | -210.3% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling