-19.7%
USAR vs AFRM
+203.8%
-223.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.2% | +13.1% | +11.2% |
| 7D | -14.5% | -7.3% | -7.2% | -13.4% |
| 30D | -37.8% | -9.6% | -28.3% | -36.7% |
| 3M | -52.8% | -11.1% | -41.7% | -51.8% |
| 6M | -71.2% | +3.9% | -75.1% | -71.2% |
| YTD | -30.9% | -8.5% | -22.4% | -30.7% |
| 1Y | -48.0% | +3.3% | -51.3% | -48.3% |
| 3Y | -19.7% | +213.7% | -233.4% | -19.8% |
| All | -19.7% | +203.8% | -223.5% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling