-29.6%
AFRM vs SPXU
-92.3%
+62.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | -1.1% |
| 7D | -10.3% | +1.5% | -11.8% | -7.8% |
| 30D | -13.7% | +6.4% | -20.1% | -6.1% |
| 3M | -11.6% | +4.2% | -15.8% | -4.6% |
| 6M | +2.1% | -7.8% | +9.9% | +0.7% |
| YTD | -8.9% | -27.5% | +18.7% | -26.5% |
| 1Y | -9.7% | -27.1% | +17.4% | -25.7% |
| 3Y | +202.5% | -80.8% | +283.3% | -12.3% |
| 5Y | -55.3% | -84.1% | +28.8% | -76.5% |
| All | -29.6% | -92.3% | +62.7% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling