+404.2%
CNQ vs AFRM
-20.7%
+424.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -1.8% | +3.1% | -4.8% | -1.9% |
| 30D | +11.8% | -4.2% | +16.1% | +12.0% |
| 3M | +11.1% | +10.1% | +1.0% | +10.1% |
| 6M | +12.1% | +39.4% | -27.3% | +9.0% |
| YTD | +53.4% | -3.2% | +56.5% | +52.2% |
| 1Y | +71.4% | -16.1% | +87.5% | +71.1% |
| 3Y | +75.8% | +220.8% | -145.0% | +54.5% |
| 5Y | +286.0% | -17.7% | +303.7% | +231.0% |
| All | +404.2% | -20.7% | +424.9% | +321.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling