-31.6%
AFRM vs COPX
+147.0%
-178.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -0.7% |
| 7D | -8.4% | +1.6% | -10.0% | -9.5% |
| 30D | -18.3% | -15.0% | -3.3% | -7.8% |
| 3M | -12.7% | -18.6% | +5.9% | +0.6% |
| 6M | +3.0% | -14.9% | +18.0% | +12.3% |
| YTD | -11.4% | +1.8% | -13.2% | -22.7% |
| 1Y | -13.3% | +19.7% | -33.0% | -34.7% |
| 3Y | +194.0% | +140.9% | +53.2% | +7.6% |
| 5Y | -50.6% | +130.6% | -181.2% | -78.9% |
| All | -31.6% | +147.0% | -178.6% | -71.9% |
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