+188.0%
OXY vs AFRM
-20.4%
+208.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | +1.6% | -7.0% | +8.5% | +2.0% |
| 30D | +11.6% | -7.8% | +19.4% | +12.0% |
| 3M | +2.8% | +5.3% | -2.5% | +2.0% |
| 6M | +13.0% | +42.6% | -29.6% | +9.2% |
| YTD | +47.4% | -2.8% | +50.2% | +46.1% |
| 1Y | +31.5% | -19.3% | +50.8% | +31.6% |
| 3Y | -1.9% | +231.0% | -232.9% | -16.1% |
| 5Y | +148.0% | -22.2% | +170.2% | +112.7% |
| All | +188.0% | -20.4% | +208.4% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling