-15.7%
STM vs AFRM
-58.9%
+43.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.7% | +4.9% |
| 7D | -10.7% | -7.3% | -3.4% | -9.4% |
| 30D | -25.7% | -9.6% | -16.2% | -24.3% |
| 3M | -21.6% | -11.1% | -10.5% | -20.2% |
| 6M | -27.8% | +3.9% | -31.7% | -28.9% |
| YTD | +61.8% | -8.5% | +70.2% | +61.7% |
| 1Y | +78.1% | +3.3% | +74.8% | +73.0% |
| 3Y | +4.9% | +213.7% | -208.8% | -26.7% |
| All | -15.7% | -58.9% | +43.2% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling