+184.6%
AFRM vs SPXS
-80.3%
+264.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | 0.0% |
| 7D | -4.4% | -7.5% | +3.1% | -10.4% |
| 30D | -7.7% | +5.3% | -13.0% | -1.7% |
| 3M | -16.9% | +9.7% | -26.6% | -7.0% |
| 6M | +2.5% | -4.6% | +7.0% | +5.2% |
| YTD | -12.5% | -25.8% | +13.3% | -24.5% |
| 1Y | -11.0% | -28.8% | +17.8% | -25.1% |
| 3Y | +184.6% | -80.2% | +264.7% | -4.8% |
| All | +184.6% | -80.3% | +264.9% | -4.8% |
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