+173.7%
AFRM vs SPXS
-80.3%
+254.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | -6.0% |
| 7D | -7.5% | -1.5% | -6.0% | -7.6% |
| 30D | -15.7% | +9.6% | -25.3% | -7.0% |
| 3M | -9.6% | +8.5% | -18.1% | -0.1% |
| 6M | +6.3% | -5.8% | +12.0% | +7.8% |
| YTD | -8.6% | -25.4% | +16.8% | -20.6% |
| 1Y | -7.6% | -28.8% | +21.2% | -21.8% |
| 3Y | +173.7% | -80.9% | +254.5% | +21.0% |
| All | +173.7% | -80.3% | +254.0% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling