+227.8%
STRL vs AFRM
+210.7%
+17.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.8% | -6.0% | -11.9% |
| 7D | -34.6% | -6.9% | -27.7% | -33.5% |
| 30D | -56.7% | -7.0% | -49.7% | -56.0% |
| 3M | -54.4% | -11.2% | -43.2% | -53.5% |
| 6M | -69.7% | +4.3% | -74.0% | -70.4% |
| YTD | -20.2% | -6.4% | -13.8% | -21.2% |
| 1Y | -40.6% | -2.6% | -38.0% | -42.0% |
| All | +227.8% | +210.7% | +17.1% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling