+33.6%
OTIS vs AFRM
-28.4%
+61.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.1% |
| 7D | -1.3% | -4.4% | +3.1% | -1.0% |
| 30D | +12.8% | -7.7% | +20.4% | +13.3% |
| 3M | +7.4% | -16.9% | +24.2% | +8.5% |
| 6M | +7.7% | +2.5% | +5.2% | +7.0% |
| YTD | -9.3% | -12.5% | +3.3% | -9.3% |
| 1Y | -12.1% | -11.0% | -1.1% | -12.4% |
| 3Y | +0.6% | +184.6% | -183.9% | -11.4% |
| 5Y | -1.1% | -56.3% | +55.2% | -13.6% |
| All | +33.6% | -28.4% | +61.9% | +14.4% |
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