+220.9%
AFRM vs OUST
+537.2%
-316.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -9.0% | +1.2% | -5.8% |
| 7D | -6.9% | -5.0% | -1.9% | -6.0% |
| 30D | -7.0% | -32.0% | +25.1% | +0.7% |
| 3M | -11.2% | -32.4% | +21.1% | -4.6% |
| 6M | +4.3% | +6.7% | -2.4% | -5.6% |
| YTD | -6.4% | +41.0% | -47.4% | -22.2% |
| 1Y | -2.6% | +18.0% | -20.6% | -15.7% |
| All | +220.9% | +537.2% | -316.3% | +86.5% |
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