+139.2%
UAL vs AFRM
-23.1%
+162.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.0% |
| 7D | +0.7% | -7.0% | +7.7% | +2.1% |
| 30D | -16.1% | -7.8% | -8.3% | -14.8% |
| 3M | +6.1% | +5.3% | +0.8% | +4.8% |
| 6M | +10.8% | +42.6% | -31.8% | +2.7% |
| YTD | -0.4% | -2.8% | +2.4% | -1.0% |
| 1Y | +5.0% | -19.3% | +24.3% | +7.3% |
| 3Y | +124.0% | +231.0% | -107.0% | +65.9% |
| All | +139.2% | -23.1% | +162.2% | +78.1% |
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 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