-16.1%
AFRM vs SPXS
-38.2%
+22.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | +1.0% |
| 7D | +3.1% | -1.5% | +4.6% | +1.8% |
| 30D | -4.2% | +3.7% | -7.9% | -0.6% |
| 3M | +10.1% | -9.6% | +19.7% | +4.1% |
| 6M | +39.4% | -32.4% | +71.8% | +7.8% |
| YTD | -3.2% | -28.7% | +25.5% | -20.2% |
| 1Y | -16.1% | -38.1% | +22.0% | -38.3% |
| All | -16.1% | -38.2% | +22.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling