-21.6%
AFRM vs OUST
-75.2%
+53.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +15.7% | -10.7% | -0.3% |
| 7D | +3.1% | -0.2% | +3.3% | +2.6% |
| 30D | +1.1% | -24.0% | +25.1% | +9.6% |
| 3M | -3.2% | -29.9% | +26.7% | +6.2% |
| 6M | +12.7% | +19.1% | -6.5% | -8.3% |
| YTD | +1.6% | +55.0% | -53.4% | -27.3% |
| 1Y | +5.9% | +21.2% | -15.3% | -17.4% |
| 3Y | +237.0% | +626.0% | -389.0% | -16.6% |
| 5Y | -55.1% | -51.6% | -3.5% | -69.7% |
| All | -21.6% | -75.2% | +53.6% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling