-51.1%
VXX vs AFRM
+8.5%
-59.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.0% | -14.7% | -7.5% |
| 7D | -4.1% | +3.1% | -7.2% | -2.5% |
| 30D | -0.8% | +1.1% | -1.9% | +0.5% |
| 3M | -19.8% | -3.2% | -16.6% | -19.6% |
| 6M | -40.5% | +12.7% | -53.2% | -34.3% |
| YTD | -35.5% | +1.6% | -37.1% | -25.7% |
| 1Y | -51.1% | +5.9% | -57.0% | -42.2% |
| All | -51.1% | +8.5% | -59.6% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling