-10.6%
AFRM vs SPXU
-27.0%
+16.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | -5.6% |
| 7D | -7.5% | -1.5% | -6.1% | -7.6% |
| 30D | -15.7% | +9.7% | -25.4% | -7.1% |
| 3M | -9.6% | +8.4% | -18.0% | -0.2% |
| 6M | +6.3% | -5.7% | +12.0% | +8.2% |
| YTD | -8.6% | -25.4% | +16.8% | -19.2% |
| All | -10.6% | -27.0% | +16.4% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling