-99.9%
UVXY vs AFRM
-20.4%
-79.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | -0.5% |
| 7D | -5.0% | -7.0% | +2.0% | -7.7% |
| 30D | -20.5% | -7.8% | -12.7% | -22.9% |
| 3M | -36.6% | +5.3% | -41.9% | -32.8% |
| 6M | -56.9% | +42.6% | -99.6% | -45.5% |
| YTD | -51.2% | -2.8% | -48.4% | -46.6% |
| 1Y | -69.8% | -19.3% | -50.5% | -68.0% |
| 3Y | -95.1% | +231.0% | -326.0% | -85.3% |
| 5Y | -99.7% | -22.2% | -77.4% | -98.9% |
| All | -99.9% | -20.4% | -79.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling