-25.2%
AFRM vs EQX
+20.8%
-46.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | 0.0% |
| 7D | +3.1% | +3.8% | -0.7% | +2.1% |
| 30D | -4.2% | +9.4% | -13.6% | -6.6% |
| 3M | +10.1% | +16.8% | -6.7% | +5.0% |
| 6M | +39.4% | -23.7% | +63.1% | +47.3% |
| YTD | -3.2% | -9.6% | +6.4% | -3.5% |
| 1Y | -16.1% | +29.1% | -45.2% | -25.0% |
| 3Y | +220.8% | +175.3% | +45.5% | +114.9% |
| 5Y | -17.7% | +77.3% | -94.9% | -42.1% |
| All | -25.2% | +20.8% | -46.0% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling