+207.2%
UMC vs AFRM
-15.0%
+222.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +5.2% |
| 7D | +5.0% | -7.0% | +11.9% | +6.6% |
| 30D | +7.7% | -7.8% | +15.5% | +9.4% |
| 3M | +1.7% | +5.3% | -3.7% | -0.3% |
| 6M | +113.9% | +42.6% | +71.3% | +102.2% |
| YTD | +168.9% | -2.8% | +171.7% | +164.4% |
| 1Y | +207.2% | -19.3% | +226.5% | +200.8% |
| All | +207.2% | -15.0% | +222.2% | +200.8% |
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