-99.9%
UVXY vs AFRM
-28.4%
-71.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.2% |
| 7D | -22.1% | -4.4% | -17.6% | -23.5% |
| 30D | +8.2% | -7.7% | +15.8% | +6.7% |
| 3M | -12.3% | -16.9% | +4.5% | -16.3% |
| 6M | -51.0% | +2.5% | -53.5% | -46.7% |
| YTD | -49.9% | -12.5% | -37.4% | -46.1% |
| 1Y | -67.7% | -11.0% | -56.7% | -64.5% |
| 3Y | -94.1% | +184.6% | -278.7% | -83.8% |
| 5Y | -99.5% | -56.3% | -43.2% | -98.6% |
| All | -99.9% | -28.4% | -71.6% | -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