+3.3%
AFRM vs OUST
+32.6%
-29.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.0% | -16.2% | -5.1% |
| 7D | -7.3% | +17.0% | -24.3% | -10.5% |
| 30D | -9.6% | -16.5% | +6.9% | -7.0% |
| 3M | -11.1% | -23.7% | +12.6% | -7.7% |
| 6M | +3.9% | +18.4% | -14.5% | -8.9% |
| YTD | -8.5% | +60.8% | -69.3% | -30.4% |
| 1Y | +3.3% | +44.2% | -40.9% | -18.4% |
| All | +3.3% | +32.6% | -29.3% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling