+13.5%
STM vs AFRM
+172.4%
-158.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | -5.6% | -7.5% | +2.0% | -4.1% |
| 30D | -14.4% | -15.7% | +1.3% | -11.6% |
| 3M | -20.5% | -9.6% | -10.9% | -19.3% |
| 6M | -24.5% | +6.3% | -30.8% | -25.7% |
| YTD | +72.7% | -8.6% | +81.3% | +72.4% |
| 1Y | +91.0% | -7.6% | +98.6% | +89.8% |
| 3Y | +13.5% | +173.7% | -160.1% | -7.4% |
| All | +13.5% | +172.4% | -158.9% | -7.4% |
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