-20.9%
AFRM vs OUST
-56.2%
+35.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.2% |
| 7D | -7.0% | +5.2% | -12.2% | -8.6% |
| 30D | -7.8% | -19.3% | +11.5% | -1.4% |
| 3M | +5.3% | -22.6% | +28.0% | +6.3% |
| 6M | +42.6% | +62.8% | -20.1% | +1.6% |
| YTD | -2.8% | +68.3% | -71.1% | -33.0% |
| 1Y | -19.3% | +28.5% | -47.9% | -41.0% |
| 3Y | +231.0% | +554.0% | -323.1% | -24.6% |
| All | -20.9% | -56.2% | +35.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling