+236.1%
UMC vs AFRM
-20.8%
+256.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.5% | +9.4% | +5.2% |
| 7D | +13.6% | -8.0% | +21.6% | +15.6% |
| 30D | +20.8% | -9.8% | +30.5% | +23.0% |
| 3M | +16.1% | +4.7% | +11.5% | +14.0% |
| 6M | +137.3% | +34.1% | +103.2% | +127.1% |
| YTD | +193.8% | -8.4% | +202.2% | +192.5% |
| 1Y | +236.1% | -22.9% | +259.0% | +234.1% |
| All | +236.1% | -20.8% | +256.9% | +234.1% |
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