+141.8%
UMC vs AFRM
-21.7%
+163.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.4% | +5.1% |
| 7D | +6.6% | +3.1% | +3.5% | +6.0% |
| 30D | +16.6% | -4.2% | +20.8% | +17.0% |
| 3M | +11.0% | +10.1% | +0.9% | +9.2% |
| 6M | +131.3% | +39.4% | +91.9% | +120.0% |
| YTD | +182.5% | -3.2% | +185.6% | +180.8% |
| 1Y | +222.3% | -16.1% | +238.3% | +224.4% |
| 3Y | +253.0% | +220.8% | +32.2% | +165.8% |
| 5Y | +141.8% | -17.7% | +159.5% | +79.1% |
| All | +141.8% | -21.7% | +163.6% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling