-33.7%
UPS vs AFRM
-23.1%
-10.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.9% |
| 7D | -2.9% | -7.0% | +4.1% | -2.3% |
| 30D | -3.5% | -7.8% | +4.3% | -2.8% |
| 3M | -5.7% | +5.3% | -11.0% | -6.4% |
| 6M | -4.4% | +42.6% | -47.0% | -8.0% |
| YTD | +8.0% | -2.8% | +10.8% | +7.3% |
| 1Y | +29.0% | -19.3% | +48.3% | +29.7% |
| 3Y | -27.7% | +231.0% | -258.7% | -39.8% |
| All | -33.7% | -23.1% | -10.7% | -45.7% |
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