+2.0%
STM vs AFRM
-23.4%
+25.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -7.8% | -4.5% | -10.9% |
| 7D | -20.1% | -6.9% | -13.2% | -19.0% |
| 30D | -32.0% | -7.0% | -25.0% | -31.1% |
| 3M | -24.2% | -11.2% | -12.9% | -22.9% |
| 6M | -29.9% | +4.3% | -34.2% | -30.9% |
| YTD | +54.9% | -6.4% | +61.3% | +54.3% |
| 1Y | +68.0% | -2.6% | +70.6% | +65.4% |
| 3Y | -0.1% | +210.6% | -210.7% | -27.1% |
| 5Y | -17.9% | -57.6% | +39.7% | -34.5% |
| All | +2.0% | -23.4% | +25.4% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling