-29.4%
AFRM vs SPXU
-92.1%
+62.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | -7.3% |
| 7D | -7.5% | -1.5% | -6.1% | -7.9% |
| 30D | -15.7% | +9.7% | -25.4% | -5.5% |
| 3M | -9.6% | +8.4% | -18.0% | +1.4% |
| 6M | +6.3% | -5.7% | +12.0% | +7.1% |
| YTD | -8.6% | -25.4% | +16.8% | -24.2% |
| 1Y | -7.6% | -28.9% | +21.3% | -25.9% |
| 3Y | +173.7% | -81.2% | +254.8% | -23.2% |
| 5Y | -56.9% | -83.3% | +26.4% | -76.3% |
| All | -29.4% | -92.1% | +62.7% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling