+33.2%
STM vs AFRM
-20.4%
+53.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.4% |
| 7D | +5.8% | -7.0% | +12.7% | +7.1% |
| 30D | -1.0% | -7.8% | +6.8% | +0.2% |
| 3M | -33.3% | +5.3% | -38.6% | -34.0% |
| 6M | +57.4% | +42.6% | +14.7% | +46.5% |
| YTD | +102.2% | -2.8% | +105.0% | +100.6% |
| 1Y | +99.6% | -19.3% | +118.9% | +102.6% |
| 3Y | +14.5% | +231.0% | -216.5% | -18.0% |
| 5Y | +21.4% | -22.2% | +43.6% | -9.4% |
| All | +33.2% | -20.4% | +53.6% | -1.7% |
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