-55.4%
USAR vs AFRM
-14.4%
-41.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.1% | -6.5% | -7.8% |
| 7D | -9.1% | -8.4% | -0.7% | -4.4% |
| 30D | -36.9% | -18.3% | -18.7% | -29.0% |
| 3M | -58.4% | -12.7% | -45.7% | -55.1% |
| 6M | -70.6% | +3.0% | -73.7% | -71.2% |
| YTD | -33.4% | -11.4% | -22.1% | -33.3% |
| All | -55.4% | -14.4% | -41.0% | -54.9% |
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