+220.8%
AFRM vs COPX
+171.8%
+49.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -2.9% |
| 7D | +3.1% | +5.8% | -2.7% | -0.5% |
| 30D | -4.2% | +7.2% | -11.4% | -8.5% |
| 3M | +10.1% | +16.5% | -6.4% | -0.9% |
| 6M | +39.4% | +18.4% | +21.0% | +21.9% |
| YTD | -3.2% | +31.9% | -35.1% | -26.4% |
| 1Y | -16.1% | +88.5% | -104.6% | -53.6% |
| 3Y | +220.8% | +173.1% | +47.7% | +0.6% |
| All | +220.8% | +171.8% | +49.0% | +0.6% |
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