+56.7%
OMC vs AFRM
-20.7%
+77.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -5.8% | +3.1% | -8.8% | -6.0% |
| 30D | -4.8% | -4.2% | -0.6% | -4.6% |
| 3M | +9.2% | +10.1% | -0.9% | +8.2% |
| 6M | -2.5% | +39.4% | -41.9% | -5.6% |
| YTD | +2.6% | -3.2% | +5.7% | +1.9% |
| 1Y | +5.9% | -16.1% | +22.0% | +5.9% |
| 3Y | +14.2% | +220.8% | -206.6% | -1.8% |
| 5Y | +33.2% | -17.7% | +50.9% | +12.1% |
| All | +56.7% | -20.7% | +77.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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