-56.9%
AFRM vs URA
+33.1%
-90.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -5.1% |
| 7D | -7.5% | +4.3% | -11.8% | -11.0% |
| 30D | -15.7% | -11.7% | -4.0% | -7.1% |
| 3M | -9.6% | -23.5% | +13.9% | +10.1% |
| 6M | +6.3% | -37.8% | +44.0% | +51.7% |
| YTD | -8.6% | -19.6% | +11.0% | -3.8% |
| 1Y | -7.6% | -24.8% | +17.2% | +2.2% |
| 3Y | +173.7% | +47.0% | +126.7% | +20.6% |
| 5Y | -56.9% | +35.4% | -92.2% | -79.8% |
| All | -56.9% | +33.1% | -90.0% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling