+34.0%
USB vs AFRM
-15.0%
+49.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.1% |
| 7D | +1.4% | -7.0% | +8.4% | +2.4% |
| 30D | -1.3% | -7.8% | +6.5% | -0.3% |
| 3M | +15.2% | +5.3% | +9.9% | +13.8% |
| 6M | +18.8% | +42.6% | -23.8% | +10.6% |
| YTD | +21.0% | -2.8% | +23.8% | +18.9% |
| 1Y | +34.0% | -19.3% | +53.3% | +32.5% |
| All | +34.0% | -15.0% | +49.0% | +32.5% |
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