-21.6%
AFRM vs OVV
+300.2%
-321.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.6% | +10.6% | +7.5% |
| 7D | +3.1% | -12.1% | +15.2% | +8.7% |
| 30D | +1.1% | +2.9% | -1.7% | -1.0% |
| 3M | -3.2% | +3.7% | -6.9% | -6.4% |
| 6M | +12.7% | +0.6% | +12.1% | +8.6% |
| YTD | +1.6% | +62.5% | -60.9% | -25.6% |
| 1Y | +5.9% | +72.0% | -66.2% | -25.6% |
| 3Y | +237.0% | +39.1% | +197.9% | +157.1% |
| 5Y | -55.1% | +98.5% | -153.6% | -68.9% |
| All | -21.6% | +300.2% | -321.8% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling