+937.9%
STRL vs AFRM
-56.8%
+994.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.9% |
| 7D | +15.7% | -4.4% | +20.1% | +16.5% |
| 30D | -35.5% | -7.7% | -27.8% | -34.7% |
| 3M | -47.1% | -16.9% | -30.3% | -45.8% |
| 6M | -65.8% | +2.5% | -68.3% | -66.2% |
| YTD | -4.5% | -12.5% | +8.0% | -4.2% |
| 1Y | -10.5% | -11.0% | +0.6% | -10.5% |
| 3Y | +340.6% | +184.6% | +156.0% | +263.7% |
| All | +937.9% | -56.8% | +994.7% | +845.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling