-24.9%
AFRM vs COPX
+207.3%
-232.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.1% |
| 7D | -7.0% | -4.0% | -3.0% | -3.9% |
| 30D | -7.8% | +4.5% | -12.3% | -11.2% |
| 3M | +5.3% | +0.8% | +4.5% | +3.0% |
| 6M | +42.6% | +3.2% | +39.5% | +33.4% |
| YTD | -2.8% | +26.7% | -29.5% | -27.3% |
| 1Y | -19.3% | +85.7% | -105.0% | -58.0% |
| 3Y | +231.0% | +151.2% | +79.8% | +24.1% |
| 5Y | -22.2% | +170.0% | -192.2% | -70.9% |
| All | -24.9% | +207.3% | -232.2% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling