-20.7%
UPS vs AFRM
-20.7%
0.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -2.1% | +3.1% | -5.2% | -2.4% |
| 30D | -2.3% | -4.2% | +1.9% | -2.0% |
| 3M | -5.2% | +10.1% | -15.3% | -6.1% |
| 6M | +1.4% | +39.4% | -38.0% | -1.8% |
| YTD | +6.1% | -3.2% | +9.3% | +5.5% |
| 1Y | +27.0% | -16.1% | +43.1% | +27.2% |
| 3Y | -25.9% | +220.8% | -246.7% | -36.4% |
| 5Y | -34.6% | -17.7% | -16.9% | -44.9% |
| All | -20.7% | -20.7% | 0.0% | -33.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling