-16.2%
AFRM vs OSCR
-10.4%
-5.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | -7.0% | +5.8% | -12.8% | -8.9% |
| 30D | -7.8% | +7.1% | -14.9% | -10.6% |
| 3M | +5.3% | +36.7% | -31.3% | -7.8% |
| 6M | +42.6% | +114.3% | -71.6% | +3.1% |
| YTD | -2.8% | +124.4% | -127.2% | -31.4% |
| 1Y | -19.3% | +75.5% | -94.8% | -40.1% |
| 3Y | +231.0% | +390.1% | -159.2% | +20.9% |
| 5Y | -22.2% | +77.1% | -99.3% | -67.4% |
| All | -16.2% | -10.4% | -5.8% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling