-58.3%
AFRM vs URA
+33.4%
-91.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -5.8% |
| 7D | -7.3% | -4.1% | -3.2% | -4.2% |
| 30D | -9.6% | -19.0% | +9.4% | +7.0% |
| 3M | -11.1% | -25.1% | +14.1% | +10.2% |
| 6M | +3.9% | -44.5% | +48.3% | +63.2% |
| YTD | -8.5% | -24.3% | +15.8% | +1.4% |
| 1Y | +3.3% | -28.1% | +31.4% | +18.8% |
| 3Y | +213.7% | +40.7% | +173.1% | +42.9% |
| All | -58.3% | +33.4% | -91.7% | -79.5% |
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