+183.1%
OXY vs AFRM
-28.4%
+211.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +4.2% | -4.4% | +8.6% | +4.5% |
| 30D | -4.3% | -7.7% | +3.3% | -4.0% |
| 3M | +2.3% | -16.9% | +19.2% | +3.2% |
| 6M | +5.5% | +2.5% | +3.1% | +4.5% |
| YTD | +44.9% | -12.5% | +57.4% | +44.3% |
| 1Y | +42.6% | -11.0% | +53.6% | +41.6% |
| 3Y | +0.7% | +184.6% | -183.8% | -12.6% |
| 5Y | +96.9% | -56.3% | +153.2% | +78.3% |
| All | +183.1% | -28.4% | +211.5% | +142.0% |
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