-94.6%
UVXY vs AFRM
+204.9%
-299.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.9% | -11.9% | -7.2% |
| 7D | +2.3% | -10.3% | +12.6% | -2.8% |
| 30D | +4.0% | -13.7% | +17.7% | -2.2% |
| 3M | -21.6% | -11.6% | -10.0% | -24.0% |
| 6M | -55.1% | +2.1% | -57.1% | -50.0% |
| YTD | -53.7% | -8.9% | -44.9% | -48.0% |
| 1Y | -66.7% | -9.7% | -57.0% | -61.9% |
| All | -94.6% | +204.9% | -299.4% | -86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling