+194.1%
OXY vs AFRM
-25.0%
+219.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.5% | +1.4% |
| 7D | +0.6% | -8.0% | +8.7% | +1.2% |
| 30D | +4.5% | -9.8% | +14.3% | +5.1% |
| 3M | +8.9% | +4.7% | +4.2% | +8.0% |
| 6M | +12.5% | +34.1% | -21.7% | +9.1% |
| YTD | +50.5% | -8.4% | +58.9% | +49.7% |
| 1Y | +38.6% | -22.9% | +61.5% | +39.1% |
| 3Y | -1.2% | +203.3% | -204.5% | -15.0% |
| 5Y | +161.6% | -26.0% | +187.6% | +125.1% |
| All | +194.1% | -25.0% | +219.1% | +151.2% |
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