+799.0%
STRL vs AFRM
-57.5%
+856.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.8% | -6.0% | -12.6% |
| 7D | -34.6% | -6.9% | -27.7% | -33.9% |
| 30D | -56.7% | -7.0% | -49.7% | -56.2% |
| 3M | -54.4% | -11.2% | -43.2% | -53.8% |
| 6M | -69.7% | +4.3% | -74.0% | -70.1% |
| YTD | -20.2% | -6.4% | -13.8% | -20.8% |
| 1Y | -40.6% | -2.6% | -38.0% | -41.4% |
| 3Y | +221.7% | +210.6% | +11.1% | +161.8% |
| 5Y | +799.0% | -57.6% | +856.6% | +705.7% |
| All | +799.0% | -57.5% | +856.5% | +705.7% |
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