+86.8%
ON vs AFRM
-25.2%
+112.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.2% |
| 7D | -1.4% | -7.5% | +6.1% | +0.3% |
| 30D | -10.9% | -15.7% | +4.8% | -7.5% |
| 3M | -14.9% | -9.6% | -5.3% | -13.5% |
| 6M | -33.0% | +6.3% | -39.3% | -34.7% |
| YTD | +27.6% | -8.6% | +36.2% | +27.0% |
| 1Y | +44.5% | -7.6% | +52.1% | +43.0% |
| 3Y | +7.4% | +173.7% | -166.3% | -25.1% |
| 5Y | +18.7% | -56.9% | +75.6% | -8.6% |
| All | +86.8% | -25.2% | +112.0% | +28.5% |
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