-65.1%
U vs AFRM
-28.4%
-36.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +5.7% |
| 7D | +2.6% | -4.4% | +7.0% | +4.4% |
| 30D | +27.6% | -7.7% | +35.2% | +30.7% |
| 3M | +15.3% | -16.9% | +32.2% | +22.8% |
| 6M | +96.4% | +2.5% | +93.9% | +89.9% |
| YTD | +19.6% | -12.5% | +32.1% | +22.8% |
| 1Y | +42.1% | -11.0% | +53.1% | +43.8% |
| 3Y | +87.5% | +184.6% | -97.0% | -5.7% |
| 5Y | -73.1% | -56.3% | -16.8% | -82.7% |
| All | -65.1% | -28.4% | -36.7% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling