-26.0%
AFRM vs ULTA
+44.0%
-70.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -4.4% |
| 7D | -8.0% | -1.8% | -6.2% | -6.8% |
| 30D | -9.8% | -1.2% | -8.5% | -9.6% |
| 3M | +4.7% | +13.4% | -8.7% | -6.6% |
| 6M | +34.1% | -15.6% | +49.8% | +48.4% |
| YTD | -8.4% | -10.4% | +2.0% | -3.7% |
| 1Y | -22.9% | +5.5% | -28.4% | -30.5% |
| 3Y | +203.3% | +31.0% | +172.3% | +93.8% |
| 5Y | -26.0% | +41.8% | -67.8% | -55.9% |
| All | -26.0% | +44.0% | -70.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 5y: compounded portfolio wealth divided by compounded ULTA 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…
5y analysis · Full analysis span regression · 6 months rolling