-29.4%
AFRM vs COPX
+200.4%
-229.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | +5.0% |
| 7D | -8.5% | -2.9% | -5.6% | -6.9% |
| 30D | -11.4% | 0.0% | -11.4% | -12.1% |
| 3M | +8.2% | +14.8% | -6.6% | -4.7% |
| 6M | +36.6% | +7.0% | +29.6% | +24.0% |
| YTD | -8.7% | +23.8% | -32.5% | -30.9% |
| 1Y | -19.9% | +75.7% | -95.6% | -56.5% |
| 3Y | +202.6% | +156.4% | +46.2% | +10.4% |
| 5Y | -45.0% | +167.6% | -212.6% | -79.3% |
| All | -29.4% | +200.4% | -229.8% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COPX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling