+484.2%
SOXL vs AFRM
+221.8%
+262.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +16.4% | +3.1% | +13.3% | +14.2% |
| 30D | -12.1% | -4.2% | -7.9% | -11.1% |
| 3M | -41.7% | +10.1% | -51.8% | -44.9% |
| 6M | +157.4% | +39.4% | +118.0% | +116.4% |
| YTD | +193.3% | -3.2% | +196.4% | +192.2% |
| 1Y | +355.3% | -16.1% | +371.4% | +385.8% |
| 3Y | +484.2% | +220.8% | +263.4% | +229.6% |
| All | +484.2% | +221.8% | +262.4% | +229.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling