+134.5%
UMC vs AFRM
-28.4%
+162.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +11.2% | -4.4% | +15.6% | +11.9% |
| 30D | -28.0% | -7.7% | -20.4% | -27.2% |
| 3M | -20.5% | -16.9% | -3.7% | -18.7% |
| 6M | -1.6% | +2.5% | -4.1% | -2.2% |
| YTD | +99.4% | -12.5% | +111.9% | +100.7% |
| 1Y | +120.4% | -11.0% | +131.4% | +120.9% |
| 3Y | +134.2% | +184.6% | -50.3% | +82.0% |
| 5Y | +78.8% | -56.3% | +135.1% | +49.2% |
| All | +134.5% | -28.4% | +162.8% | +83.2% |
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