+189.1%
AFRM vs OSCR
+386.4%
-197.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.7% | -4.6% |
| 7D | -8.0% | +4.7% | -12.7% | -9.0% |
| 30D | -9.8% | +14.8% | -24.6% | -12.7% |
| 3M | +4.7% | +16.7% | -12.0% | +0.2% |
| 6M | +34.1% | +127.5% | -93.4% | +7.9% |
| YTD | -8.4% | +121.0% | -129.5% | -26.2% |
| 1Y | -22.9% | +58.4% | -81.3% | -34.2% |
| All | +189.1% | +386.4% | -197.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 3y: compounded portfolio wealth divided by compounded OSCR 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…
3y analysis · Full analysis span regression · 6 months rolling