-45.0%
AFRM vs EQX
+73.3%
-118.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.8% | +1.2% |
| 7D | -8.5% | -7.0% | -1.5% | -6.7% |
| 30D | -11.4% | +4.8% | -16.2% | -12.7% |
| 3M | +8.2% | +25.6% | -17.4% | +1.0% |
| 6M | +36.6% | -25.8% | +62.5% | +45.7% |
| YTD | -8.7% | -12.7% | +4.1% | -8.2% |
| 1Y | -19.9% | +14.1% | -34.0% | -26.2% |
| 3Y | +202.6% | +165.7% | +36.8% | +99.3% |
| 5Y | -45.0% | +81.2% | -126.3% | -58.7% |
| All | -45.0% | +73.3% | -118.3% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling