-25.9%
CCJ vs AFRM
+8.5%
-34.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -2.5% |
| 7D | -14.5% | +3.1% | -17.6% | -15.2% |
| 30D | -18.1% | +1.1% | -19.2% | -18.4% |
| 3M | -23.0% | -3.2% | -19.8% | -22.7% |
| 6M | -39.4% | +12.7% | -52.1% | -41.6% |
| YTD | -21.7% | +1.6% | -23.2% | -23.5% |
| 1Y | -25.9% | +5.9% | -31.8% | -28.3% |
| All | -25.9% | +8.5% | -34.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling