-27.7%
AFRM vs URA
+139.5%
-167.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.3% | -2.6% | -3.9% |
| 7D | -6.9% | -13.3% | +6.3% | +3.6% |
| 30D | -7.0% | -25.9% | +18.9% | +16.4% |
| 3M | -11.2% | -27.8% | +16.5% | +11.7% |
| 6M | +4.3% | -42.8% | +47.1% | +54.6% |
| YTD | -6.4% | -27.5% | +21.1% | +8.0% |
| 1Y | -2.6% | -35.1% | +32.5% | +22.6% |
| 3Y | +210.6% | +31.1% | +179.5% | +79.3% |
| 5Y | -57.6% | +29.8% | -87.3% | -75.4% |
| All | -27.7% | +139.5% | -167.3% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling