-19.2%
UPS vs AFRM
-20.4%
+1.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -1.0% |
| 7D | -2.9% | -7.0% | +4.1% | -2.3% |
| 30D | -3.5% | -7.8% | +4.3% | -2.9% |
| 3M | -5.7% | +5.3% | -11.0% | -6.3% |
| 6M | -4.4% | +42.6% | -47.0% | -7.6% |
| YTD | +8.0% | -2.8% | +10.8% | +7.4% |
| 1Y | +29.0% | -19.3% | +48.3% | +29.6% |
| 3Y | -27.7% | +231.0% | -258.7% | -38.1% |
| 5Y | -34.3% | -22.2% | -12.1% | -44.7% |
| All | -19.2% | -20.4% | +1.2% | -32.0% |
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 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