-20.9%
AFRM vs SPXU
-86.1%
+65.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -1.3% |
| 7D | -7.0% | -0.1% | -6.8% | -6.8% |
| 30D | -7.8% | +0.8% | -8.6% | -6.4% |
| 3M | +5.3% | -4.7% | +10.0% | +4.0% |
| 6M | +42.6% | -29.6% | +72.3% | +5.8% |
| YTD | -2.8% | -29.9% | +27.1% | -27.0% |
| 1Y | -19.3% | -39.1% | +19.8% | -46.1% |
| 3Y | +231.0% | -80.0% | +311.0% | -5.4% |
| All | -20.9% | -86.1% | +65.2% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling