+32.8%
USB vs AFRM
-0.6%
+33.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.8% | +5.7% | -1.0% |
| 7D | -1.5% | -6.9% | +5.5% | -0.5% |
| 30D | +4.3% | -7.0% | +11.3% | +5.1% |
| 3M | -6.1% | -11.2% | +5.2% | -4.9% |
| 6M | +9.4% | +4.3% | +5.1% | +7.7% |
| YTD | +15.2% | -6.4% | +21.6% | +13.2% |
| 1Y | +32.8% | -2.6% | +35.4% | +30.0% |
| All | +32.8% | -0.6% | +33.4% | +30.0% |
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