-95.0%
UVXY vs AFRM
+221.8%
-316.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.1% |
| 7D | -4.7% | +3.1% | -7.8% | -2.7% |
| 30D | -17.1% | -4.2% | -12.9% | -18.7% |
| 3M | -39.9% | +10.1% | -50.0% | -33.7% |
| 6M | -66.9% | +39.4% | -106.3% | -55.0% |
| YTD | -50.1% | -3.2% | -46.9% | -44.1% |
| 1Y | -68.3% | -16.1% | -52.3% | -65.5% |
| 3Y | -95.0% | +220.8% | -315.7% | -81.2% |
| All | -95.0% | +221.8% | -316.7% | -81.2% |
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