+307.9%
USO vs AFRM
-20.7%
+328.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | +3.6% | +3.1% | +0.5% | +3.5% |
| 30D | +23.8% | -4.2% | +28.0% | +23.8% |
| 3M | +8.1% | +10.1% | -2.1% | +7.6% |
| 6M | +34.3% | +39.4% | -5.2% | +32.6% |
| YTD | +111.1% | -3.2% | +114.3% | +110.8% |
| 1Y | +99.9% | -16.1% | +116.0% | +100.1% |
| 3Y | +86.5% | +220.8% | -134.3% | +75.4% |
| 5Y | +200.5% | -17.7% | +218.2% | +180.4% |
| All | +307.9% | -20.7% | +328.6% | +277.0% |
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