-31.6%
AFRM vs OUST
-71.7%
+40.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -8.4% | +31.9% | -40.2% | -17.4% |
| 30D | -18.3% | -4.2% | -14.1% | -18.5% |
| 3M | -12.7% | -9.3% | -3.4% | -12.7% |
| 6M | +3.0% | +51.7% | -48.6% | -22.8% |
| YTD | -11.4% | +76.6% | -88.0% | -39.7% |
| 1Y | -13.3% | +48.9% | -62.2% | -37.6% |
| 3Y | +194.0% | +675.3% | -481.2% | -26.8% |
| 5Y | -50.6% | -44.0% | -6.6% | -68.4% |
| All | -31.6% | -71.7% | +40.1% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling