+22.7%
USB vs AFRM
-57.5%
+80.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.8% | +5.7% | -1.1% |
| 7D | -1.5% | -6.9% | +5.5% | -0.6% |
| 30D | +4.3% | -7.0% | +11.3% | +5.1% |
| 3M | -6.1% | -11.2% | +5.2% | -5.1% |
| 6M | +9.4% | +4.3% | +5.1% | +7.9% |
| YTD | +15.2% | -6.4% | +21.6% | +14.3% |
| 1Y | +32.8% | -2.6% | +35.4% | +30.7% |
| 3Y | +91.3% | +210.6% | -119.3% | +57.8% |
| 5Y | +22.7% | -57.6% | +80.2% | -3.3% |
| All | +22.7% | -57.5% | +80.2% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling