+504.0%
STRL vs AFRM
+232.3%
+271.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.6% | +8.4% | +6.4% |
| 7D | +3.4% | -7.0% | +10.4% | +5.0% |
| 30D | -9.2% | -7.8% | -1.4% | -7.9% |
| 3M | -51.0% | +5.3% | -56.4% | -52.0% |
| 6M | +15.8% | +42.6% | -26.9% | +4.8% |
| YTD | +58.9% | -2.8% | +61.7% | +56.1% |
| 1Y | +68.5% | -19.3% | +87.8% | +71.8% |
| All | +504.0% | +232.3% | +271.7% | +354.3% |
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