-40.6%
ONDS vs AFRM
-25.0%
-15.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.1% | -2.5% |
| 7D | -4.2% | -8.0% | +3.8% | -1.4% |
| 30D | -21.7% | -9.8% | -11.9% | -19.1% |
| 3M | -24.5% | +4.7% | -29.1% | -26.0% |
| 6M | -25.0% | +34.1% | -59.1% | -31.8% |
| YTD | -25.3% | -8.4% | -16.9% | -23.4% |
| 1Y | +33.8% | -22.9% | +56.7% | +43.8% |
| 3Y | +699.3% | +203.3% | +496.0% | +401.0% |
| 5Y | -5.2% | -26.0% | +20.8% | -35.7% |
| All | -40.6% | -25.0% | -15.6% | -62.2% |
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