-20.0%
ONON vs AFRM
-33.0%
+13.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.5% |
| 7D | -3.0% | -7.0% | +4.0% | -1.0% |
| 30D | -26.7% | -7.8% | -18.9% | -25.2% |
| 3M | -25.3% | +5.3% | -30.6% | -27.1% |
| 6M | -35.3% | +42.6% | -77.9% | -42.7% |
| YTD | -39.8% | -2.8% | -37.0% | -40.9% |
| 1Y | -39.2% | -19.3% | -19.9% | -37.9% |
| 3Y | -4.2% | +231.0% | -235.2% | -46.9% |
| All | -20.0% | -33.0% | +13.0% | -44.5% |
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