+166.4%
UAL vs AFRM
-25.4%
+191.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.3% |
| 7D | +2.3% | -10.3% | +12.5% | +4.3% |
| 30D | +13.3% | -13.7% | +27.1% | +16.4% |
| 3M | -6.3% | -11.6% | +5.3% | -4.4% |
| 6M | +22.5% | +2.1% | +20.4% | +21.7% |
| YTD | +5.9% | -8.9% | +14.7% | +6.4% |
| 1Y | +24.7% | -9.7% | +34.4% | +25.3% |
| 3Y | +211.6% | +202.5% | +9.1% | +145.1% |
| 5Y | +130.6% | -55.3% | +185.9% | +77.5% |
| All | +166.4% | -25.4% | +191.8% | +98.8% |
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 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