+30.6%
USAR vs AFRM
-17.6%
+48.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.3% | +3.1% | -0.7% | +0.6% |
| 30D | -8.6% | -4.2% | -4.4% | -6.7% |
| 3M | -20.5% | +10.1% | -30.6% | -25.2% |
| 6M | +1.2% | +39.4% | -38.2% | -14.2% |
| YTD | +48.4% | -3.2% | +51.6% | +44.6% |
| 1Y | +30.6% | -16.1% | +46.7% | +24.5% |
| All | +30.6% | -17.6% | +48.2% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling