-29.4%
AFRM vs ONTO
+257.5%
-286.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | -6.5% |
| 7D | -7.5% | +1.4% | -8.9% | -10.3% |
| 30D | -15.7% | -34.1% | +18.4% | +2.5% |
| 3M | -9.6% | -37.1% | +27.5% | +8.7% |
| 6M | +6.3% | -31.8% | +38.1% | +11.7% |
| YTD | -8.6% | +22.9% | -31.5% | -38.3% |
| 1Y | -7.6% | +39.5% | -47.1% | -43.1% |
| 3Y | +173.7% | +57.7% | +116.0% | +5.0% |
| 5Y | -56.9% | +115.8% | -172.7% | -87.8% |
| All | -29.4% | +257.5% | -286.9% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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