-29.6%
AFRM vs UUUU
+87.3%
-116.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | 0.0% | +1.8% |
| 7D | -10.3% | -3.5% | -6.8% | -9.2% |
| 30D | -13.7% | -28.3% | +14.5% | -2.0% |
| 3M | -11.6% | -53.1% | +41.6% | +17.3% |
| 6M | +2.1% | -68.6% | +70.6% | +55.3% |
| YTD | -8.9% | -52.3% | +43.5% | +6.8% |
| 1Y | -9.7% | -55.8% | +46.1% | +7.3% |
| 3Y | +202.5% | -12.3% | +214.7% | +103.7% |
| 5Y | -55.3% | -36.9% | -18.4% | -67.9% |
| All | -29.6% | +87.3% | -116.9% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling