-24.9%
AFRM vs ULTA
+91.6%
-116.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.6% |
| 7D | -7.0% | +9.0% | -16.0% | -13.1% |
| 30D | -7.8% | +4.6% | -12.4% | -11.8% |
| 3M | +5.3% | +22.0% | -16.7% | -11.2% |
| 6M | +42.6% | -14.7% | +57.3% | +56.6% |
| YTD | -2.8% | -6.8% | +4.0% | -0.9% |
| 1Y | -19.3% | +6.5% | -25.8% | -27.5% |
| 3Y | +231.0% | +35.6% | +195.4% | +111.0% |
| 5Y | -22.2% | +47.6% | -69.9% | -54.2% |
| All | -24.9% | +91.6% | -116.5% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling