-16.6%
AFRM vs URA
-29.1%
+12.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -1.4% |
| 7D | -5.5% | +4.5% | -9.9% | -7.3% |
| 30D | -15.5% | -13.4% | -2.0% | -10.3% |
| 3M | -10.3% | -28.4% | +18.1% | +2.0% |
| 6M | +0.6% | -40.5% | +41.1% | +21.4% |
| YTD | -11.5% | -24.3% | +12.7% | -5.8% |
| 1Y | -16.6% | -28.8% | +12.2% | -9.2% |
| All | -16.6% | -29.1% | +12.5% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling