-45.0%
AFRM vs OSCR
+89.4%
-134.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.2% |
| 7D | -8.5% | +1.1% | -9.5% | -8.8% |
| 30D | -11.4% | +16.5% | -27.8% | -16.3% |
| 3M | +8.2% | +17.0% | -8.7% | +0.8% |
| 6M | +36.6% | +145.0% | -108.4% | -5.7% |
| YTD | -8.7% | +126.7% | -135.4% | -35.7% |
| 1Y | -19.9% | +67.2% | -87.1% | -39.2% |
| 3Y | +202.6% | +405.1% | -202.5% | +7.6% |
| 5Y | -45.0% | +86.2% | -131.2% | -82.4% |
| All | -45.0% | +89.4% | -134.5% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling