+35.0%
OTIS vs AFRM
-25.2%
+60.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.5% | -7.5% | +8.1% | +1.0% |
| 30D | +19.4% | -15.7% | +35.1% | +20.7% |
| 3M | +7.1% | -9.6% | +16.7% | +7.6% |
| 6M | +6.6% | +6.3% | +0.3% | +5.6% |
| YTD | -8.3% | -8.6% | +0.3% | -8.6% |
| 1Y | -11.6% | -7.6% | -4.0% | -12.1% |
| 3Y | +3.1% | +173.7% | -170.5% | -9.0% |
| 5Y | +2.5% | -56.9% | +59.3% | -10.7% |
| All | +35.0% | -25.2% | +60.1% | +15.3% |
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