-56.9%
AFRM vs OVV
+85.0%
-141.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -7.5% | -10.7% | +3.2% | -2.3% |
| 30D | -15.7% | -5.3% | -10.4% | -14.2% |
| 3M | -9.6% | +2.4% | -12.0% | -12.3% |
| 6M | +6.3% | +5.7% | +0.6% | -1.1% |
| YTD | -8.6% | +56.8% | -65.4% | -35.3% |
| 1Y | -7.6% | +59.3% | -66.9% | -36.0% |
| 3Y | +173.7% | +49.0% | +124.7% | +89.1% |
| 5Y | -56.9% | +88.1% | -145.0% | -73.5% |
| All | -56.9% | +85.0% | -141.9% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling