+698.2%
AFRM vs BOXX
+18.4%
+679.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.1% | 0.0% | +3.0% | +3.0% |
| 30D | -4.2% | +0.3% | -4.5% | -5.2% |
| 3M | +10.1% | +1.0% | +9.1% | +6.2% |
| 6M | +39.4% | +1.9% | +37.5% | +28.6% |
| YTD | -3.2% | +2.6% | -5.8% | -13.8% |
| 1Y | -16.1% | +4.0% | -20.1% | -30.6% |
| 3Y | +220.8% | +14.6% | +206.2% | +84.4% |
| All | +698.2% | +18.4% | +679.8% | +61.1% |
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