+218.9%
SOXL vs AFRM
-20.4%
+239.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.6% | +12.5% | +11.3% |
| 7D | +5.3% | -7.0% | +12.3% | +9.1% |
| 30D | -11.2% | -7.8% | -3.4% | -8.4% |
| 3M | -55.4% | +5.3% | -60.7% | -56.0% |
| 6M | +107.1% | +42.6% | +64.5% | +72.6% |
| YTD | +179.0% | -2.8% | +181.8% | +178.3% |
| 1Y | +357.4% | -19.3% | +376.7% | +399.6% |
| 3Y | +397.5% | +231.0% | +166.5% | +124.4% |
| 5Y | +155.9% | -22.2% | +178.1% | +73.0% |
| All | +218.9% | -20.4% | +239.3% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling