-16.6%
AFRM vs UMAC
+6.6%
-23.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.5% | -2.2% |
| 7D | -5.5% | +10.1% | -15.6% | -6.7% |
| 30D | -15.5% | -39.1% | +23.7% | -10.8% |
| 3M | -10.3% | -56.2% | +45.9% | -2.7% |
| 6M | +0.6% | -16.2% | +16.8% | -0.8% |
| YTD | -11.5% | -7.1% | -4.4% | -18.6% |
| 1Y | -16.6% | +10.3% | -26.9% | -27.1% |
| All | -16.6% | +6.6% | -23.2% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling