+62.2%
COP vs AFRM
-13.2%
+75.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.1% |
| 7D | +3.4% | -5.5% | +8.9% | +2.4% |
| 30D | -0.6% | -15.5% | +14.9% | -3.1% |
| 3M | +10.8% | -10.3% | +21.1% | +9.5% |
| 6M | +19.6% | +0.6% | +19.0% | +21.1% |
| YTD | +52.9% | -11.5% | +64.5% | +57.4% |
| 1Y | +62.2% | -16.6% | +78.8% | +72.6% |
| All | +62.2% | -13.2% | +75.4% | +72.6% |
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