-24.9%
AFRM vs UUUU
+291.1%
-316.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -3.0% |
| 7D | -7.0% | -1.4% | -5.6% | -6.4% |
| 30D | -7.8% | +16.3% | -24.1% | -13.8% |
| 3M | +5.3% | -16.7% | +22.0% | +11.4% |
| 6M | +42.6% | -33.7% | +76.3% | +60.6% |
| YTD | -2.8% | -0.5% | -2.3% | -13.7% |
| 1Y | -19.3% | +28.9% | -48.2% | -42.1% |
| 3Y | +231.0% | +99.9% | +131.1% | +58.6% |
| 5Y | -22.2% | +135.3% | -157.5% | -63.9% |
| All | -24.9% | +291.1% | -316.0% | -72.4% |
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