+31.1%
UL vs AFRM
-58.9%
+90.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.5% |
| 7D | +1.1% | -7.3% | +8.4% | +1.3% |
| 30D | +8.2% | -9.6% | +17.8% | +8.5% |
| 3M | +4.5% | -11.1% | +15.6% | +4.8% |
| 6M | +12.6% | +3.9% | +8.7% | +12.2% |
| YTD | +3.5% | -8.5% | +12.0% | +3.4% |
| 1Y | -0.4% | +3.3% | -3.7% | -0.9% |
| 3Y | +36.0% | +213.7% | -177.7% | +27.2% |
| All | +31.1% | -58.9% | +90.0% | +24.5% |
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