-26.0%
AFRM vs UUUU
+132.1%
-158.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.2% |
| 7D | -8.0% | +1.8% | -9.8% | -8.7% |
| 30D | -9.8% | +1.8% | -11.6% | -10.8% |
| 3M | +4.7% | +1.3% | +3.4% | +2.5% |
| 6M | +34.1% | -26.8% | +60.9% | +46.4% |
| YTD | -8.4% | +0.1% | -8.5% | -20.4% |
| 1Y | -22.9% | +11.2% | -34.2% | -43.0% |
| 3Y | +203.3% | +97.7% | +105.6% | +28.3% |
| 5Y | -26.0% | +127.3% | -153.3% | -70.0% |
| All | -26.0% | +132.1% | -158.0% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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