+1,008.6%
STRL vs AFRM
-23.4%
+1,032.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.8% | -6.0% | -12.8% |
| 7D | -34.6% | -6.9% | -27.7% | -34.0% |
| 30D | -56.7% | -7.0% | -49.7% | -56.3% |
| 3M | -54.4% | -11.2% | -43.2% | -53.9% |
| 6M | -69.7% | +4.3% | -74.0% | -70.1% |
| YTD | -20.2% | -6.4% | -13.8% | -20.7% |
| 1Y | -40.6% | -2.6% | -38.0% | -41.3% |
| 3Y | +221.7% | +210.6% | +11.1% | +170.6% |
| 5Y | +799.0% | -57.6% | +856.6% | +671.3% |
| All | +1,008.6% | -23.4% | +1,032.0% | +842.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling