+101.1%
ON vs AFRM
-20.4%
+121.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.6% |
| 7D | +2.4% | -7.0% | +9.4% | +3.9% |
| 30D | -3.3% | -7.8% | +4.5% | -2.0% |
| 3M | -43.6% | +5.3% | -48.9% | -44.6% |
| 6M | +19.0% | +42.6% | -23.7% | +8.5% |
| YTD | +37.4% | -2.8% | +40.2% | +35.2% |
| 1Y | +54.8% | -19.3% | +74.1% | +57.1% |
| 3Y | -25.2% | +231.0% | -256.1% | -50.6% |
| 5Y | +62.7% | -22.2% | +85.0% | +13.7% |
| All | +101.1% | -20.4% | +121.5% | +36.8% |
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