+259.6%
SPXL vs AFRM
-27.4%
+287.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.2% |
| 7D | -2.9% | -8.4% | +5.5% | -0.2% |
| 30D | -12.4% | -18.3% | +5.9% | -7.2% |
| 3M | -11.8% | -12.7% | +0.9% | -8.7% |
| 6M | -1.4% | +3.0% | -4.4% | -3.0% |
| YTD | +19.0% | -11.4% | +30.4% | +20.6% |
| 1Y | +18.0% | -13.3% | +31.3% | +19.9% |
| 3Y | +220.0% | +194.0% | +26.0% | +111.0% |
| 5Y | +102.6% | -50.6% | +153.2% | +43.1% |
| All | +259.6% | -27.4% | +287.1% | +142.4% |
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