+898.0%
STX vs AFRM
-25.2%
+923.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.9% | +9.8% |
| 7D | -14.8% | -7.5% | -7.2% | -13.8% |
| 30D | -35.4% | -15.7% | -19.7% | -33.9% |
| 3M | -37.7% | -9.6% | -28.1% | -37.1% |
| 6M | -35.2% | +6.3% | -41.5% | -36.1% |
| YTD | +84.4% | -8.6% | +93.0% | +83.7% |
| 1Y | +82.3% | -7.6% | +89.8% | +81.1% |
| 3Y | +646.2% | +173.7% | +472.6% | +510.4% |
| 5Y | +487.4% | -56.9% | +544.3% | +364.8% |
| All | +898.0% | -25.2% | +923.1% | +670.4% |
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