+298.5%
USO vs AFRM
-25.2%
+323.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -9.1% | -7.5% | -1.5% | -9.0% |
| 30D | -3.7% | -15.7% | +12.0% | -3.5% |
| 3M | +20.9% | -9.6% | +30.5% | +21.0% |
| 6M | +6.8% | +6.3% | +0.5% | +6.3% |
| YTD | +106.3% | -8.6% | +114.9% | +106.0% |
| 1Y | +100.2% | -7.6% | +107.8% | +99.6% |
| 3Y | +103.1% | +173.7% | -70.6% | +92.0% |
| 5Y | +146.1% | -56.9% | +203.0% | +133.4% |
| All | +298.5% | -25.2% | +323.7% | +268.3% |
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