-99.7%
UVXY vs AFRM
-38.8%
-60.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.1% |
| 7D | +11.0% | -8.5% | +19.5% | +6.4% |
| 30D | -8.8% | -11.4% | +2.6% | -13.5% |
| 3M | -41.9% | +8.2% | -50.1% | -37.6% |
| 6M | -61.2% | +36.6% | -97.8% | -50.7% |
| YTD | -46.2% | -8.7% | -37.5% | -42.4% |
| 1Y | -65.2% | -19.9% | -45.3% | -63.3% |
| 3Y | -94.6% | +202.6% | -297.2% | -82.6% |
| 5Y | -99.7% | -45.0% | -54.6% | -99.1% |
| All | -99.7% | -38.8% | -60.9% | -99.1% |
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 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