-22.5%
CCJ vs AFRM
-13.0%
-9.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -2.5% |
| 7D | +0.4% | -8.4% | +8.8% | +2.7% |
| 30D | -17.2% | -18.3% | +1.0% | -13.0% |
| 3M | -25.1% | -12.7% | -12.4% | -22.8% |
| 6M | -37.6% | +3.0% | -40.6% | -38.1% |
| YTD | -20.4% | -11.4% | -9.0% | -19.8% |
| 1Y | -22.5% | -13.3% | -9.2% | -18.8% |
| All | -22.5% | -13.0% | -9.5% | -18.8% |
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