-31.7%
AFRM vs COPX
+140.7%
-172.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.3% | -0.5% |
| 7D | -5.5% | +1.1% | -6.6% | -6.5% |
| 30D | -15.5% | -15.9% | +0.4% | -3.9% |
| 3M | -10.3% | -19.6% | +9.3% | +4.3% |
| 6M | +0.6% | -21.5% | +22.1% | +16.9% |
| YTD | -11.5% | -0.8% | -10.8% | -21.3% |
| 1Y | -16.6% | +15.2% | -31.8% | -35.3% |
| 3Y | +193.5% | +134.7% | +58.8% | +9.5% |
| 5Y | -55.8% | +111.3% | -167.1% | -80.2% |
| All | -31.7% | +140.7% | -172.4% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling