-22.9%
AFRM vs UDR
-4.3%
-18.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -4.6% |
| 7D | -8.0% | -3.3% | -4.8% | -6.8% |
| 30D | -9.8% | -5.6% | -4.1% | -7.7% |
| 3M | +4.7% | -9.4% | +14.1% | +8.5% |
| 6M | +34.1% | -3.0% | +37.1% | +33.7% |
| YTD | -8.4% | -0.4% | -8.0% | -7.4% |
| 1Y | -22.9% | -5.1% | -17.8% | -33.3% |
| All | -22.9% | -4.3% | -18.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 1y: compounded portfolio wealth divided by compounded UDR 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…
1y analysis · Full analysis span regression · 6 months rolling