-29.6%
AFRM vs OVV
+305.1%
-334.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.2% | +1.5% |
| 7D | -10.3% | +1.2% | -11.5% | -10.7% |
| 30D | -13.7% | -2.5% | -11.2% | -13.4% |
| 3M | -11.6% | +0.5% | -12.1% | -12.9% |
| 6M | +2.1% | +8.5% | -6.4% | -5.0% |
| YTD | -8.9% | +64.5% | -73.3% | -33.6% |
| 1Y | -9.7% | +64.7% | -74.4% | -34.9% |
| 3Y | +202.5% | +54.1% | +148.3% | +119.7% |
| 5Y | -55.3% | +95.4% | -150.7% | -69.0% |
| All | -29.6% | +305.1% | -334.7% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling