+29.2%
OMC vs AFRM
+192.6%
-163.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +1.9% | -4.4% | +6.3% | +2.3% |
| 30D | +12.2% | -7.7% | +19.9% | +12.9% |
| 3M | +0.6% | -16.9% | +17.5% | +2.0% |
| 6M | +21.0% | +2.5% | +18.5% | +20.2% |
| YTD | +12.4% | -12.5% | +24.9% | +12.2% |
| 1Y | +25.4% | -11.0% | +36.4% | +24.9% |
| 3Y | +29.2% | +184.6% | -155.4% | +15.4% |
| All | +29.2% | +192.6% | -163.4% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling