-0.2%
UL vs AFRM
-10.2%
+10.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.3% | -7.5% | +7.8% | +0.3% |
| 30D | +7.0% | -15.7% | +22.7% | +7.0% |
| 3M | +5.8% | -9.6% | +15.4% | +5.7% |
| 6M | +16.1% | +6.3% | +9.8% | +16.7% |
| YTD | +4.5% | -8.6% | +13.1% | +3.8% |
| All | -0.2% | -10.2% | +10.0% | 0.0% |
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