+66.2%
AFRM vs UMAC
+197.5%
-131.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.0% | -2.9% |
| 7D | -7.3% | -23.4% | +16.1% | -5.9% |
| 30D | -9.6% | -45.6% | +36.1% | -6.2% |
| 3M | -11.1% | -50.9% | +39.8% | -7.6% |
| 6M | +3.9% | -16.5% | +20.4% | +3.3% |
| YTD | -8.5% | -6.6% | -1.9% | -10.7% |
| 1Y | +3.3% | +10.7% | -7.4% | -0.4% |
| All | +66.2% | +197.5% | -131.3% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling