+358.8%
URI vs AFRM
-16.8%
+375.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.0% | -9.4% | -5.1% |
| 7D | -4.3% | +3.1% | -7.4% | -4.8% |
| 30D | +4.6% | +1.1% | +3.5% | +4.3% |
| 3M | -2.1% | -3.2% | +1.1% | -2.2% |
| 6M | +21.9% | +12.7% | +9.2% | +18.5% |
| YTD | +39.7% | +1.6% | +38.1% | +36.7% |
| 1Y | +32.9% | +5.9% | +27.0% | +28.8% |
| 3Y | +155.8% | +237.0% | -81.2% | +96.9% |
| 5Y | +202.4% | -55.1% | +257.6% | +137.0% |
| All | +358.8% | -16.8% | +375.6% | +250.0% |
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