+819.9%
STX vs AFRM
-23.4%
+843.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -7.8% | -8.4% | -15.3% |
| 7D | -33.4% | -6.9% | -26.5% | -32.7% |
| 30D | -42.1% | -7.0% | -35.1% | -41.5% |
| 3M | -44.3% | -11.2% | -33.0% | -43.6% |
| 6M | -39.4% | +4.3% | -43.7% | -40.1% |
| YTD | +70.0% | -6.4% | +76.4% | +68.8% |
| 1Y | +70.2% | -2.6% | +72.8% | +67.8% |
| 3Y | +585.2% | +210.6% | +374.6% | +451.1% |
| 5Y | +455.7% | -57.6% | +513.2% | +338.7% |
| All | +819.9% | -23.4% | +843.2% | +608.0% |
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