-95.6%
VXX vs AFRM
-38.8%
-56.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.1% |
| 7D | +7.2% | -8.5% | +15.6% | +4.3% |
| 30D | -5.8% | -11.4% | +5.5% | -8.9% |
| 3M | -29.0% | +8.2% | -37.3% | -26.0% |
| 6M | -44.0% | +36.6% | -80.6% | -35.7% |
| YTD | -28.7% | -8.7% | -20.0% | -26.4% |
| 1Y | -45.2% | -19.9% | -25.3% | -44.1% |
| 3Y | -77.8% | +202.6% | -280.4% | -57.8% |
| 5Y | -95.6% | -45.0% | -50.6% | -92.8% |
| All | -95.6% | -38.8% | -56.8% | -92.8% |
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