-99.6%
UVXY vs AFRM
-58.9%
-40.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.9% | -11.9% | -7.6% |
| 7D | +2.3% | -10.3% | +12.6% | -1.7% |
| 30D | +4.0% | -13.7% | +17.7% | -0.8% |
| 3M | -21.6% | -11.6% | -10.0% | -23.3% |
| 6M | -55.1% | +2.1% | -57.1% | -50.9% |
| YTD | -53.7% | -8.9% | -44.9% | -48.9% |
| 1Y | -66.7% | -9.7% | -57.0% | -62.7% |
| 3Y | -94.6% | +202.5% | -297.1% | -83.1% |
| 5Y | -99.6% | -55.3% | -44.3% | -99.2% |
| All | -99.6% | -58.9% | -40.6% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling