+3.8%
OMC vs AFRM
-20.8%
+24.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -3.1% |
| 7D | -4.2% | -8.0% | +3.8% | -3.6% |
| 30D | -7.5% | -9.8% | +2.3% | -6.8% |
| 3M | +4.6% | +4.7% | 0.0% | +4.4% |
| 6M | -4.8% | +34.1% | -39.0% | -7.2% |
| YTD | -1.0% | -8.4% | +7.4% | -3.8% |
| 1Y | +3.8% | -22.9% | +26.8% | -2.7% |
| All | +3.8% | -20.8% | +24.6% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling