+808.9%
STX vs AFRM
-25.1%
+834.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -28.5% | -7.3% | -21.2% | -27.7% |
| 30D | -42.9% | -9.6% | -33.4% | -42.2% |
| 3M | -45.9% | -11.1% | -34.8% | -45.3% |
| 6M | -41.3% | +3.9% | -45.2% | -42.0% |
| YTD | +67.9% | -8.5% | +76.4% | +67.3% |
| 1Y | +66.5% | +3.3% | +63.3% | +63.1% |
| 3Y | +588.0% | +213.7% | +374.2% | +452.8% |
| 5Y | +449.1% | -58.5% | +507.6% | +334.7% |
| All | +808.9% | -25.1% | +834.0% | +601.6% |
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 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