+55.7%
UNP vs AFRM
-25.2%
+80.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -3.3% | -7.5% | +4.3% | -2.8% |
| 30D | +6.7% | -15.7% | +22.4% | +7.7% |
| 3M | +1.8% | -9.6% | +11.4% | +2.2% |
| 6M | +13.3% | +6.3% | +7.1% | +12.4% |
| YTD | +30.3% | -8.6% | +38.9% | +29.9% |
| 1Y | +36.9% | -7.6% | +44.5% | +36.2% |
| 3Y | +50.9% | +173.7% | -122.7% | +37.5% |
| 5Y | +37.9% | -56.9% | +94.8% | +21.4% |
| All | +55.7% | -25.2% | +80.8% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling