+213.7%
AFRM vs URA
+36.0%
+177.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -4.4% |
| 7D | -7.3% | -4.1% | -3.2% | -5.4% |
| 30D | -9.6% | -19.0% | +9.4% | +0.2% |
| 3M | -11.1% | -25.1% | +14.1% | +1.5% |
| 6M | +3.9% | -44.5% | +48.3% | +36.4% |
| YTD | -8.5% | -24.3% | +15.8% | -0.4% |
| 1Y | +3.3% | -28.1% | +31.4% | +15.1% |
| 3Y | +213.7% | +40.7% | +173.1% | +137.4% |
| All | +213.7% | +36.0% | +177.8% | +137.4% |
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