+66.3%
AFRM vs UMAC
+508.0%
-441.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.4% | +0.9% | -5.0% |
| 7D | -8.0% | +3.3% | -11.3% | -8.2% |
| 30D | -9.8% | -10.4% | +0.6% | -9.5% |
| 3M | +4.7% | +1.8% | +2.9% | +3.6% |
| 6M | +34.1% | +40.7% | -6.6% | +28.3% |
| YTD | -8.4% | +90.9% | -99.3% | -14.3% |
| 1Y | -22.9% | +151.8% | -174.7% | -29.3% |
| All | +66.3% | +508.0% | -441.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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