+1,278.6%
STRL vs AFRM
-25.4%
+1,304.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.1% | +4.5% |
| 7D | +7.1% | -10.3% | +17.4% | +8.9% |
| 30D | -39.4% | -13.7% | -25.7% | -38.2% |
| 3M | -43.0% | -11.6% | -31.4% | -42.2% |
| 6M | -65.0% | +2.1% | -67.1% | -65.3% |
| YTD | -0.8% | -8.9% | +8.1% | -1.0% |
| 1Y | -20.3% | -9.7% | -10.6% | -20.4% |
| 3Y | +356.5% | +202.5% | +154.1% | +286.2% |
| 5Y | +952.8% | -55.3% | +1,008.2% | +804.8% |
| All | +1,278.6% | -25.4% | +1,304.0% | +1,076.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling