+439.3%
CCJ vs AFRM
-27.4%
+466.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -2.8% |
| 7D | +0.4% | -8.4% | +8.8% | +1.8% |
| 30D | -17.2% | -18.3% | +1.0% | -14.5% |
| 3M | -25.1% | -12.7% | -12.4% | -23.7% |
| 6M | -37.6% | +3.0% | -40.6% | -38.2% |
| YTD | -20.4% | -11.4% | -9.0% | -20.0% |
| 1Y | -22.5% | -13.3% | -9.2% | -22.0% |
| 3Y | +72.5% | +194.0% | -121.6% | +32.6% |
| 5Y | +179.9% | -50.6% | +230.5% | +136.6% |
| All | +439.3% | -27.4% | +466.7% | +332.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling