+188.5%
AFRM vs EQX
+164.6%
+23.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.8% | +1.0% |
| 7D | -8.5% | -7.0% | -1.5% | -6.9% |
| 30D | -11.4% | +4.8% | -16.2% | -12.5% |
| 3M | +8.2% | +25.6% | -17.4% | +2.0% |
| 6M | +36.6% | -25.8% | +62.5% | +43.4% |
| YTD | -8.7% | -12.7% | +4.1% | -8.4% |
| 1Y | -19.9% | +14.1% | -34.0% | -25.0% |
| All | +188.5% | +164.6% | +23.9% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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