+21.3%
UL vs AFRM
-25.1%
+46.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | +4.5% | -11.1% | +15.6% | +4.7% |
| 6M | +12.6% | +3.9% | +8.7% | +12.3% |
| YTD | +3.5% | -8.5% | +12.0% | +3.4% |
| 1Y | -0.4% | +3.3% | -3.7% | -0.8% |
| 3Y | +36.0% | +213.7% | -177.7% | +29.4% |
| 5Y | +30.9% | -58.5% | +89.5% | +22.6% |
| All | +21.3% | -25.1% | +46.4% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling