+200.6%
UAL vs AFRM
+210.7%
-10.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.8% | +3.3% | -2.4% |
| 7D | +5.0% | -6.9% | +11.9% | +7.1% |
| 30D | -1.2% | -7.0% | +5.7% | +0.7% |
| 3M | -16.8% | -11.2% | -5.5% | -14.5% |
| 6M | +18.0% | +4.3% | +13.7% | +15.9% |
| YTD | -1.2% | -6.4% | +5.2% | -1.6% |
| 1Y | +14.3% | -2.6% | +16.9% | +12.3% |
| All | +200.6% | +210.7% | -10.1% | +148.1% |
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