+20.1%
OTIS vs AFRM
-20.7%
+40.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -0.8% | +3.1% | -3.8% | -1.0% |
| 30D | -4.7% | -4.2% | -0.5% | -4.5% |
| 3M | +1.2% | +10.1% | -8.9% | +0.4% |
| 6M | -20.5% | +39.4% | -59.9% | -22.7% |
| YTD | -18.4% | -3.2% | -15.3% | -18.9% |
| 1Y | -18.1% | -16.1% | -2.0% | -18.1% |
| 3Y | -10.6% | +220.8% | -231.3% | -22.2% |
| 5Y | -16.1% | -17.7% | +1.6% | -27.8% |
| All | +20.1% | -20.7% | +40.8% | +2.3% |
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