-20.9%
AFRM vs ONTO
+243.6%
-264.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -6.2% |
| 7D | -7.0% | -1.0% | -5.9% | -6.6% |
| 30D | -7.8% | -2.9% | -4.9% | -9.7% |
| 3M | +5.3% | -2.5% | +7.8% | -4.3% |
| 6M | +42.6% | +28.2% | +14.4% | +3.4% |
| YTD | -2.8% | +69.8% | -72.6% | -43.6% |
| 1Y | -19.3% | +162.9% | -182.2% | -67.0% |
| 3Y | +231.0% | +95.9% | +135.0% | +9.9% |
| All | -20.9% | +243.6% | -264.5% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling