+71.2%
ON vs AFRM
-25.1%
+96.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.0% |
| 7D | -11.7% | -7.3% | -4.4% | -10.1% |
| 30D | -23.3% | -9.6% | -13.7% | -21.6% |
| 3M | -19.2% | -11.1% | -8.1% | -17.6% |
| 6M | -40.1% | +3.9% | -44.0% | -41.4% |
| YTD | +16.9% | -8.5% | +25.4% | +16.3% |
| 1Y | +29.7% | +3.3% | +26.5% | +25.0% |
| 3Y | -4.4% | +213.7% | -218.1% | -35.6% |
| 5Y | +7.1% | -58.5% | +65.6% | -17.2% |
| All | +71.2% | -25.1% | +96.2% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling