+76.5%
AFRM vs UMAC
+494.0%
-417.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.4% | -2.4% |
| 7D | -7.0% | -0.9% | -6.0% | -6.9% |
| 30D | -7.8% | -7.7% | -0.1% | -7.7% |
| 3M | +5.3% | -26.4% | +31.8% | +6.2% |
| 6M | +42.6% | +61.9% | -19.2% | +35.4% |
| YTD | -2.8% | +86.5% | -89.3% | -8.9% |
| 1Y | -19.3% | +156.3% | -175.6% | -26.0% |
| All | +76.5% | +494.0% | -417.5% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling