-22.1%
ONON vs AFRM
-33.3%
+11.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -1.7% | +3.1% | -4.7% | -2.6% |
| 30D | -27.4% | -4.2% | -23.2% | -26.7% |
| 3M | -26.5% | +10.1% | -36.6% | -29.1% |
| 6M | -34.2% | +39.4% | -73.6% | -41.4% |
| YTD | -41.3% | -3.2% | -38.2% | -42.4% |
| 1Y | -39.7% | -16.1% | -23.6% | -39.1% |
| 3Y | -7.8% | +220.8% | -228.6% | -48.3% |
| All | -22.1% | -33.3% | +11.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling