+188.5%
AFRM vs BOXX
+14.6%
+173.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.5% | 0.0% | -8.5% | -8.6% |
| 30D | -11.4% | +0.3% | -11.6% | -12.0% |
| 3M | +8.2% | +1.0% | +7.3% | +5.3% |
| 6M | +36.6% | +1.9% | +34.7% | +27.2% |
| YTD | -8.7% | +2.6% | -11.3% | -17.8% |
| 1Y | -19.9% | +4.0% | -23.9% | -32.8% |
| All | +188.5% | +14.6% | +173.9% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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