+75.4%
USAR vs AFRM
+340.9%
-265.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.3% | +3.1% | -0.7% | +1.9% |
| 30D | -8.6% | -4.2% | -4.4% | -8.1% |
| 3M | -20.5% | +10.1% | -30.6% | -21.3% |
| 6M | +1.2% | +39.4% | -38.2% | -1.7% |
| YTD | +48.4% | -3.2% | +51.6% | +47.3% |
| 1Y | +30.6% | -16.1% | +46.7% | +29.7% |
| 3Y | +73.6% | +220.8% | -147.1% | +71.1% |
| All | +75.4% | +340.9% | -265.5% | +72.3% |
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