+78.3%
SOXL vs AFRM
-27.6%
+105.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | +0.8% |
| 7D | +60.3% | -5.5% | +65.8% | +65.2% |
| 30D | -48.6% | -15.5% | -33.2% | -42.5% |
| 3M | -53.9% | -10.3% | -43.6% | -50.8% |
| 6M | -62.0% | +0.6% | -62.6% | -61.2% |
| YTD | +56.0% | -11.5% | +67.6% | +66.1% |
| 1Y | +50.0% | -16.6% | +66.6% | +65.4% |
| 3Y | +223.8% | +193.5% | +30.2% | +64.1% |
| 5Y | +6.7% | -55.8% | +62.5% | -10.5% |
| All | +78.3% | -27.6% | +105.9% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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