+236.0%
UMC vs AFRM
+223.0%
+13.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +4.9% |
| 7D | +5.0% | -7.0% | +11.9% | +5.8% |
| 30D | +7.7% | -7.8% | +15.5% | +8.5% |
| 3M | +1.7% | +5.3% | -3.7% | +0.8% |
| 6M | +113.9% | +42.6% | +71.3% | +105.6% |
| YTD | +168.9% | -2.8% | +171.7% | +167.2% |
| 1Y | +207.2% | -19.3% | +226.5% | +209.2% |
| All | +236.0% | +223.0% | +13.1% | +175.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling