+12.1%
AFRM vs VSXY
+33.4%
-21.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +1.0% |
| 7D | -8.5% | -0.3% | -8.2% | -8.4% |
| 30D | -11.4% | -22.1% | +10.7% | -2.8% |
| 3M | +8.2% | -1.1% | +9.4% | +6.9% |
| 6M | +36.6% | +53.8% | -17.2% | +3.6% |
| YTD | -8.7% | +35.5% | -44.1% | -28.1% |
| 1Y | -19.9% | +186.0% | -205.9% | -57.5% |
| 3Y | +202.6% | +343.2% | -140.6% | +4.9% |
| 5Y | -45.0% | +19.0% | -64.0% | -65.6% |
| All | +12.1% | +33.4% | -21.3% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling