-29.3%
AFRM vs URA
+150.1%
-179.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -5.5% |
| 7D | -7.3% | -4.1% | -3.2% | -4.4% |
| 30D | -9.6% | -19.0% | +9.4% | +5.8% |
| 3M | -11.1% | -25.1% | +14.1% | +8.7% |
| 6M | +3.9% | -44.5% | +48.3% | +58.2% |
| YTD | -8.5% | -24.3% | +15.8% | +2.1% |
| 1Y | +3.3% | -28.1% | +31.4% | +19.2% |
| 3Y | +213.7% | +40.7% | +173.1% | +70.0% |
| 5Y | -58.5% | +35.5% | -94.0% | -76.8% |
| All | -29.3% | +150.1% | -179.4% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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