+129.0%
UMC vs AFRM
-27.4%
+156.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.5% |
| 7D | -8.3% | -8.4% | +0.1% | -7.0% |
| 30D | -34.5% | -18.3% | -16.2% | -32.5% |
| 3M | -20.0% | -12.7% | -7.3% | -18.8% |
| 6M | -0.7% | +3.0% | -3.8% | -1.6% |
| YTD | +94.7% | -11.4% | +106.1% | +95.6% |
| 1Y | +106.0% | -13.3% | +119.3% | +107.0% |
| 3Y | +124.3% | +194.0% | -69.8% | +73.3% |
| 5Y | +78.0% | -50.6% | +128.6% | +46.4% |
| All | +129.0% | -27.4% | +156.4% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling