+1,047.1%
STRL vs AFRM
-25.1%
+1,072.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.8% |
| 7D | -26.9% | -7.3% | -19.6% | -26.2% |
| 30D | -52.7% | -9.6% | -43.1% | -52.1% |
| 3M | -52.8% | -11.1% | -41.8% | -52.3% |
| 6M | -71.5% | +3.9% | -75.3% | -71.8% |
| YTD | -17.4% | -8.5% | -8.9% | -17.7% |
| 1Y | -35.0% | +3.3% | -38.2% | -36.3% |
| 3Y | +239.2% | +213.7% | +25.5% | +185.4% |
| 5Y | +830.2% | -58.5% | +888.7% | +700.5% |
| All | +1,047.1% | -25.1% | +1,072.2% | +878.1% |
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