-99.9%
UVXY vs AFRM
-21.4%
-78.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.1% | -11.9% | -4.5% |
| 7D | +2.8% | -1.3% | +4.1% | +2.5% |
| 30D | -11.4% | -2.7% | -8.7% | -11.6% |
| 3M | -41.5% | +7.4% | -49.0% | -37.8% |
| 6M | -61.0% | +40.7% | -101.7% | -50.9% |
| YTD | -49.8% | -4.0% | -45.8% | -45.2% |
| 1Y | -66.4% | -12.2% | -54.2% | -63.1% |
| 3Y | -94.8% | +203.1% | -297.9% | -84.9% |
| 5Y | -99.7% | -42.2% | -57.5% | -99.0% |
| All | -99.9% | -21.4% | -78.5% | -99.7% |
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