-8.8%
UL vs AFRM
-17.6%
+8.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -1.3% | +3.1% | -4.4% | -1.3% |
| 30D | +0.9% | -4.2% | +5.1% | +0.9% |
| 3M | +14.2% | +10.1% | +4.1% | +14.8% |
| 6M | -3.2% | +39.4% | -42.6% | -1.9% |
| YTD | -0.3% | -3.2% | +2.8% | -0.5% |
| 1Y | -8.8% | -16.1% | +7.3% | -10.0% |
| All | -8.8% | -17.6% | +8.8% | -10.0% |
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 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