+194.0%
AFRM vs COPX
+141.3%
+52.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.3% |
| 7D | -8.4% | +1.6% | -10.0% | -9.2% |
| 30D | -18.3% | -15.0% | -3.3% | -10.4% |
| 3M | -12.7% | -18.6% | +5.9% | -2.6% |
| 6M | +3.0% | -14.9% | +18.0% | +10.7% |
| YTD | -11.4% | +1.8% | -13.2% | -20.7% |
| 1Y | -13.3% | +19.7% | -33.0% | -31.8% |
| 3Y | +194.0% | +140.9% | +53.2% | +2.3% |
| All | +194.0% | +141.3% | +52.7% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling