+229.9%
AFRM vs OUST
+554.0%
-324.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.0% |
| 7D | -7.0% | +5.2% | -12.2% | -8.0% |
| 30D | -7.8% | -19.3% | +11.5% | -3.6% |
| 3M | +5.3% | -22.6% | +28.0% | +6.6% |
| 6M | +42.6% | +62.8% | -20.1% | +15.2% |
| YTD | -2.8% | +68.3% | -71.1% | -23.0% |
| 1Y | -19.3% | +28.5% | -47.9% | -33.2% |
| All | +229.9% | +554.0% | -324.1% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling