+16,011.1%
STX vs AFL
+1,202.8%
+14,808.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.7% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | +1.4% | -6.2% | +7.6% | +3.9% |
| 3M | -8.2% | +2.2% | -10.4% | -9.8% |
| 6M | +127.0% | +5.3% | +121.8% | +119.9% |
| YTD | +209.1% | +8.0% | +201.2% | +195.6% |
| 1Y | +365.4% | +10.2% | +355.2% | +338.8% |
| 3Y | +1,135.4% | +67.1% | +1,068.3% | +867.7% |
| 5Y | +991.5% | +135.6% | +855.9% | +641.5% |
| 10Y | +3,695.8% | +299.4% | +3,396.5% | +1,905.8% |
| All | +16,011.1% | +1,202.8% | +14,808.3% | +5,049.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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