+351.1%
URI vs AFRM
-27.4%
+378.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.6% |
| 7D | -6.0% | -8.4% | +2.4% | -4.8% |
| 30D | +4.6% | -18.3% | +22.9% | +7.6% |
| 3M | -2.7% | -12.7% | +10.0% | -1.2% |
| 6M | +18.4% | +3.0% | +15.3% | +16.7% |
| YTD | +37.4% | -11.4% | +48.7% | +37.2% |
| 1Y | +30.4% | -13.3% | +43.7% | +30.4% |
| 3Y | +147.9% | +194.0% | -46.1% | +95.3% |
| 5Y | +202.1% | -50.6% | +252.7% | +139.4% |
| All | +351.1% | -27.4% | +378.5% | +251.2% |
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 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