+651.3%
AFRM vs BOXX
+19.3%
+632.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.8% |
| 7D | -10.3% | +0.1% | -10.3% | -10.5% |
| 30D | -13.7% | +0.4% | -14.1% | -14.6% |
| 3M | -11.6% | +1.0% | -12.6% | -14.1% |
| 6M | +2.1% | +2.0% | +0.1% | -4.5% |
| YTD | -8.9% | +3.4% | -12.2% | -20.5% |
| 1Y | -9.7% | +4.1% | -13.8% | -24.3% |
| 3Y | +202.5% | +14.3% | +188.1% | +84.3% |
| All | +651.3% | +19.3% | +632.0% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling