-29.6%
AFRM vs COPX
+148.9%
-178.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.3% |
| 7D | -10.3% | -1.5% | -8.7% | -9.3% |
| 30D | -13.7% | -14.0% | +0.3% | -3.5% |
| 3M | -11.6% | -17.1% | +5.6% | +0.6% |
| 6M | +2.1% | -15.9% | +18.0% | +12.3% |
| YTD | -8.9% | +2.6% | -11.5% | -20.9% |
| 1Y | -9.7% | +21.6% | -31.3% | -32.9% |
| 3Y | +202.5% | +142.7% | +59.8% | +10.0% |
| 5Y | -55.3% | +122.2% | -177.6% | -80.6% |
| All | -29.6% | +148.9% | -178.5% | -71.3% |
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