+99.0%
ON vs AFRM
-25.4%
+124.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.9% | +5.1% |
| 7D | +3.3% | -10.3% | +13.6% | +6.0% |
| 30D | -3.1% | -13.7% | +10.6% | 0.0% |
| 3M | -9.2% | -11.6% | +2.3% | -7.4% |
| 6M | -31.4% | +2.1% | -33.4% | -32.5% |
| YTD | +36.0% | -8.9% | +44.8% | +35.4% |
| 1Y | +52.0% | -9.7% | +61.7% | +51.2% |
| 3Y | +9.3% | +202.5% | -193.2% | -25.3% |
| 5Y | +26.5% | -55.3% | +81.8% | -2.8% |
| All | +99.0% | -25.4% | +124.4% | +36.9% |
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