-9.3%
UL vs AFRM
-15.0%
+5.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | -0.1% |
| 7D | -1.3% | -7.0% | +5.6% | -1.4% |
| 30D | +0.5% | -7.8% | +8.3% | +0.4% |
| 3M | +17.6% | +5.3% | +12.3% | +18.0% |
| 6M | -5.4% | +42.6% | -48.0% | -4.0% |
| YTD | +0.7% | -2.8% | +3.5% | +0.6% |
| 1Y | -9.3% | -19.3% | +10.1% | -10.6% |
| All | -9.3% | -15.0% | +5.8% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling