+115.0%
UMC vs AFRM
+8.5%
+106.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -3.1% |
| 7D | -14.7% | +3.1% | -17.8% | -15.2% |
| 30D | -32.9% | +1.1% | -34.0% | -33.1% |
| 3M | -22.2% | -3.2% | -18.9% | -22.0% |
| 6M | +25.9% | +12.7% | +13.2% | +20.8% |
| YTD | +107.9% | +1.6% | +106.4% | +100.5% |
| 1Y | +115.0% | +5.9% | +109.2% | +106.0% |
| All | +115.0% | +8.5% | +106.5% | +106.0% |
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