-25.2%
AFRM vs SPXU
-92.4%
+67.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | +1.4% |
| 7D | +3.1% | -1.5% | +4.5% | +1.6% |
| 30D | -4.2% | +3.7% | -7.9% | +0.1% |
| 3M | +10.1% | -9.6% | +19.7% | +2.4% |
| 6M | +39.4% | -32.4% | +71.8% | +0.4% |
| YTD | -3.2% | -28.7% | +25.5% | -25.2% |
| 1Y | -16.1% | -38.2% | +22.1% | -42.2% |
| 3Y | +220.8% | -80.4% | +301.2% | -4.2% |
| 5Y | -17.7% | -86.0% | +68.4% | -60.5% |
| All | -25.2% | -92.4% | +67.2% | -70.6% |
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