+82.6%
USO vs AFRM
+232.3%
-149.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | +9.5% | -7.0% | +16.4% | +9.3% |
| 30D | +23.6% | -7.8% | +31.4% | +23.4% |
| 3M | +3.8% | +5.3% | -1.5% | +3.8% |
| 6M | +55.0% | +42.6% | +12.4% | +54.4% |
| YTD | +105.3% | -2.8% | +108.1% | +106.6% |
| 1Y | +91.4% | -19.3% | +110.7% | +93.4% |
| All | +82.6% | +232.3% | -149.8% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling