-29.3%
AFRM vs ONTO
+219.3%
-248.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.1% | -13.3% | -8.2% |
| 7D | -7.3% | -14.0% | +6.7% | -1.2% |
| 30D | -9.6% | -43.1% | +33.5% | +19.6% |
| 3M | -11.1% | -35.5% | +24.5% | +4.2% |
| 6M | +3.9% | -41.1% | +44.9% | +18.5% |
| YTD | -8.5% | +9.8% | -18.3% | -34.0% |
| 1Y | +3.3% | +31.5% | -28.3% | -34.4% |
| 3Y | +213.7% | +45.2% | +168.6% | +24.6% |
| 5Y | -58.5% | +86.7% | -145.2% | -87.3% |
| All | -29.3% | +219.3% | -248.6% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling