+52.2%
UNP vs AFRM
-23.1%
+75.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | -5.3% | -7.0% | +1.6% | -4.9% |
| 30D | -1.5% | -7.8% | +6.3% | -1.1% |
| 3M | +10.3% | +5.3% | +4.9% | +9.6% |
| 6M | +9.7% | +42.6% | -33.0% | +6.4% |
| YTD | +27.1% | -2.8% | +29.9% | +26.3% |
| 1Y | +32.6% | -19.3% | +51.9% | +32.9% |
| 3Y | +40.0% | +231.0% | -191.0% | +23.5% |
| All | +52.2% | -23.1% | +75.3% | +32.2% |
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 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