+99.5%
U vs AFRM
+203.8%
-104.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.3% |
| 7D | +36.6% | -7.3% | +43.9% | +39.5% |
| 30D | +13.3% | -9.6% | +22.9% | +16.9% |
| 3M | +26.2% | -11.1% | +37.2% | +29.9% |
| 6M | +88.7% | +3.9% | +84.9% | +82.5% |
| YTD | +16.6% | -8.5% | +25.1% | +17.1% |
| 1Y | +29.0% | +3.3% | +25.7% | +23.4% |
| 3Y | +99.5% | +213.7% | -114.2% | +42.8% |
| All | +99.5% | +203.8% | -104.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling