+359.9%
URI vs AFRM
-28.4%
+388.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | +6.7% | -4.4% | +11.1% | +7.4% |
| 30D | +8.9% | -7.7% | +16.5% | +10.1% |
| 3M | +0.5% | -16.9% | +17.4% | +2.9% |
| 6M | +20.7% | +2.5% | +18.2% | +19.1% |
| YTD | +40.0% | -12.5% | +52.6% | +40.2% |
| 1Y | +34.4% | -11.0% | +45.4% | +33.9% |
| 3Y | +149.5% | +184.6% | -35.1% | +97.5% |
| 5Y | +205.6% | -56.3% | +261.9% | +143.9% |
| All | +359.9% | -28.4% | +388.3% | +258.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling