+112.3%
UAL vs AFRM
-58.9%
+171.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +2.5% |
| 7D | +8.2% | -7.3% | +15.4% | +10.0% |
| 30D | +2.3% | -9.6% | +11.9% | +4.6% |
| 3M | -12.7% | -11.1% | -1.6% | -10.7% |
| 6M | +12.7% | +3.9% | +8.8% | +11.2% |
| YTD | +0.8% | -8.5% | +9.3% | +1.2% |
| 1Y | +17.8% | +3.3% | +14.5% | +15.0% |
| 3Y | +206.7% | +213.7% | -7.0% | +122.6% |
| All | +112.3% | -58.9% | +171.2% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling