+52.1%
UNP vs AFRM
-25.1%
+77.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.5% |
| 7D | -4.6% | -7.3% | +2.7% | -4.1% |
| 30D | +5.6% | -9.6% | +15.2% | +6.2% |
| 3M | -1.3% | -11.1% | +9.7% | -0.8% |
| 6M | +9.2% | +3.9% | +5.4% | +8.5% |
| YTD | +27.3% | -8.5% | +35.8% | +26.9% |
| 1Y | +35.9% | +3.3% | +32.7% | +34.3% |
| 3Y | +45.5% | +213.7% | -168.3% | +31.6% |
| 5Y | +36.0% | -58.5% | +94.5% | +19.7% |
| All | +52.1% | -25.1% | +77.2% | +32.9% |
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