+231.3%
SOXL vs AFRM
-21.4%
+252.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.1% | +0.2% | +2.5% |
| 7D | +3.9% | -1.3% | +5.1% | +4.4% |
| 30D | -14.3% | -2.7% | -11.6% | -14.0% |
| 3M | -45.6% | +7.4% | -53.1% | -48.2% |
| 6M | +117.2% | +40.7% | +76.5% | +82.3% |
| YTD | +189.8% | -4.0% | +193.9% | +190.6% |
| 1Y | +317.7% | -12.2% | +330.0% | +337.9% |
| 3Y | +478.6% | +203.1% | +275.5% | +173.4% |
| 5Y | +169.5% | -42.2% | +211.8% | +100.1% |
| All | +231.3% | -21.4% | +252.7% | +124.5% |
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