+100.0%
SPXL vs AFRM
-57.5%
+157.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.0% |
| 7D | -0.9% | -7.5% | +6.7% | +2.0% |
| 30D | -11.4% | -15.7% | +4.3% | -6.3% |
| 3M | -10.8% | -9.6% | -1.2% | -8.4% |
| 6M | -0.3% | +6.3% | -6.6% | -3.3% |
| YTD | +20.3% | -8.6% | +28.9% | +20.8% |
| 1Y | +24.7% | -7.6% | +32.3% | +24.2% |
| 3Y | +238.6% | +173.7% | +64.9% | +106.7% |
| 5Y | +100.0% | -56.9% | +156.8% | +51.8% |
| All | +100.0% | -57.5% | +157.4% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling