+4.4%
ON vs AFRM
+196.4%
-192.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.4% |
| 7D | -4.1% | -8.4% | +4.2% | -2.2% |
| 30D | -10.2% | -18.3% | +8.1% | -6.2% |
| 3M | -12.7% | -12.7% | -0.1% | -10.7% |
| 6M | -32.5% | +3.0% | -35.6% | -33.8% |
| YTD | +28.6% | -11.4% | +39.9% | +28.7% |
| 1Y | +43.4% | -13.3% | +56.7% | +43.8% |
| All | +4.4% | +196.4% | -192.0% | -24.6% |
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