+120.4%
UMC vs AFRM
-16.7%
+137.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | +11.2% | -4.4% | +15.6% | +12.4% |
| 30D | -28.0% | -7.7% | -20.4% | -26.3% |
| 3M | -20.5% | -16.9% | -3.7% | -17.0% |
| 6M | -1.6% | +2.5% | -4.1% | -2.4% |
| YTD | +99.4% | -12.5% | +111.9% | +98.2% |
| 1Y | +120.4% | -11.0% | +131.4% | +119.8% |
| All | +120.4% | -16.7% | +137.1% | +119.8% |
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