-77.3%
VXX vs AFRM
+194.5%
-271.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.1% |
| 7D | +7.2% | -8.5% | +15.6% | +3.4% |
| 30D | -5.8% | -11.4% | +5.5% | -9.9% |
| 3M | -29.0% | +8.2% | -37.3% | -25.1% |
| 6M | -44.0% | +36.6% | -80.6% | -32.6% |
| YTD | -28.7% | -8.7% | -20.0% | -25.8% |
| 1Y | -45.2% | -19.9% | -25.3% | -44.1% |
| All | -77.3% | +194.5% | -271.7% | -51.3% |
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