+144.8%
UMC vs AFRM
-25.4%
+170.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.9% | +4.0% | +6.5% |
| 7D | +0.1% | -10.3% | +10.4% | +1.9% |
| 30D | -28.7% | -13.7% | -15.0% | -27.1% |
| 3M | -15.1% | -11.6% | -3.5% | -14.0% |
| 6M | +5.0% | +2.1% | +2.9% | +4.2% |
| YTD | +108.2% | -8.9% | +117.0% | +108.3% |
| 1Y | +121.7% | -9.7% | +131.4% | +121.5% |
| 3Y | +139.8% | +202.5% | -62.7% | +84.6% |
| 5Y | +85.1% | -55.3% | +140.4% | +53.8% |
| All | +144.8% | -25.4% | +170.2% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling