+203.4%
URI vs AFRM
-23.1%
+226.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.0% |
| 7D | -2.0% | -7.0% | +5.0% | -0.9% |
| 30D | -12.9% | -7.8% | -5.1% | -12.0% |
| 3M | -6.7% | +5.3% | -12.0% | -8.1% |
| 6M | +19.0% | +42.6% | -23.7% | +10.7% |
| YTD | +25.5% | -2.8% | +28.3% | +23.9% |
| 1Y | +5.5% | -19.3% | +24.8% | +6.4% |
| 3Y | +111.3% | +231.0% | -119.7% | +57.0% |
| All | +203.4% | -23.1% | +226.5% | +128.5% |
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