+941.6%
STX vs AFRM
-28.4%
+970.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | +14.6% | -4.4% | +19.0% | +15.3% |
| 30D | -26.0% | -7.7% | -18.3% | -25.1% |
| 3M | -42.6% | -16.9% | -25.7% | -41.4% |
| 6M | -35.3% | +2.5% | -37.8% | -35.9% |
| YTD | +92.5% | -12.5% | +105.0% | +92.8% |
| 1Y | +102.4% | -11.0% | +113.4% | +102.1% |
| 3Y | +673.8% | +184.6% | +489.3% | +530.9% |
| 5Y | +463.1% | -56.3% | +519.4% | +348.2% |
| All | +941.6% | -28.4% | +970.0% | +708.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling