+483.8%
STX vs AFRM
-55.1%
+538.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.4% |
| 7D | -17.3% | -8.4% | -8.9% | -16.1% |
| 30D | -35.9% | -18.3% | -17.7% | -33.9% |
| 3M | -37.3% | -12.7% | -24.6% | -36.3% |
| 6M | -35.8% | +3.0% | -38.8% | -36.6% |
| YTD | +82.7% | -11.4% | +94.1% | +82.7% |
| 1Y | +71.6% | -13.3% | +85.0% | +71.9% |
| 3Y | +635.3% | +194.0% | +441.2% | +465.6% |
| 5Y | +483.8% | -50.6% | +534.4% | +369.6% |
| All | +483.8% | -55.1% | +538.9% | +369.6% |
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