+106.0%
UMC vs AFRM
-13.0%
+119.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.7% |
| 7D | -8.3% | -8.4% | +0.1% | -6.0% |
| 30D | -34.5% | -18.3% | -16.2% | -31.3% |
| 3M | -20.0% | -12.7% | -7.3% | -17.7% |
| 6M | -0.7% | +3.0% | -3.8% | -1.8% |
| YTD | +94.7% | -11.4% | +106.1% | +93.0% |
| 1Y | +106.0% | -13.3% | +119.3% | +105.2% |
| All | +106.0% | -13.0% | +119.0% | +105.2% |
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 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