-26.0%
AFRM vs COPX
+193.3%
-219.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -6.2% |
| 7D | -8.0% | +6.0% | -14.0% | -12.4% |
| 30D | -9.8% | +6.4% | -16.2% | -14.6% |
| 3M | +4.7% | +19.3% | -14.6% | -11.1% |
| 6M | +34.1% | +16.2% | +17.9% | +13.2% |
| YTD | -8.4% | +33.2% | -41.6% | -36.3% |
| 1Y | -22.9% | +90.2% | -113.2% | -63.2% |
| 3Y | +203.3% | +175.7% | +27.6% | -9.4% |
| 5Y | -26.0% | +193.1% | -219.1% | -77.0% |
| All | -26.0% | +193.3% | -219.2% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling