+220.9%
AFRM vs URA
+30.2%
+190.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.3% | -2.6% | -5.2% |
| 7D | -6.9% | -13.3% | +6.3% | -0.2% |
| 30D | -7.0% | -25.9% | +18.9% | +7.6% |
| 3M | -11.2% | -27.8% | +16.5% | +3.2% |
| 6M | +4.3% | -42.8% | +47.1% | +34.9% |
| YTD | -6.4% | -27.5% | +21.1% | +4.1% |
| 1Y | -2.6% | -35.1% | +32.5% | +14.8% |
| All | +220.9% | +30.2% | +190.6% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling