+245.5%
UMC vs AFRM
-25.0%
+270.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.5% | +9.4% | +4.8% |
| 7D | +13.6% | -8.0% | +21.6% | +14.9% |
| 30D | +20.8% | -9.8% | +30.5% | +22.2% |
| 3M | +16.1% | +4.7% | +11.5% | +15.0% |
| 6M | +137.3% | +34.1% | +103.2% | +127.0% |
| YTD | +193.8% | -8.4% | +202.2% | +194.2% |
| 1Y | +236.1% | -22.9% | +259.0% | +242.3% |
| 3Y | +267.1% | +203.3% | +63.8% | +179.7% |
| 5Y | +145.3% | -26.0% | +171.2% | +89.7% |
| All | +245.5% | -25.0% | +270.5% | +168.6% |
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