+26.1%
USB vs AFRM
-53.0%
+79.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +1.3% |
| 7D | +2.4% | +3.1% | -0.7% | +2.0% |
| 30D | +6.6% | +1.1% | +5.4% | +6.3% |
| 3M | -4.1% | -3.2% | -0.9% | -4.1% |
| 6M | +12.5% | +12.7% | -0.2% | +9.9% |
| YTD | +17.6% | +1.6% | +16.1% | +15.7% |
| 1Y | +36.5% | +5.9% | +30.6% | +33.1% |
| 3Y | +95.4% | +237.0% | -141.6% | +59.7% |
| 5Y | +26.1% | -55.1% | +81.3% | -2.3% |
| All | +26.1% | -53.0% | +79.1% | -2.3% |
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