-23.3%
ONON vs AFRM
-36.9%
+13.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | 0.0% |
| 7D | -3.5% | -8.0% | +4.6% | -1.1% |
| 30D | -30.8% | -9.8% | -21.0% | -29.0% |
| 3M | -29.8% | +4.7% | -34.5% | -31.3% |
| 6M | -34.8% | +34.1% | -68.9% | -41.3% |
| YTD | -42.3% | -8.4% | -33.8% | -42.4% |
| 1Y | -39.5% | -22.9% | -16.6% | -37.4% |
| 3Y | -9.3% | +203.3% | -212.6% | -48.3% |
| All | -23.3% | -36.9% | +13.6% | -45.9% |
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