+64.1%
COP vs AFRM
-4.3%
+68.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.2% |
| 7D | -11.5% | -7.3% | -4.2% | -12.5% |
| 30D | +5.0% | -9.6% | +14.5% | +3.6% |
| 3M | +17.5% | -11.1% | +28.5% | +16.0% |
| 6M | +16.2% | +3.9% | +12.4% | +18.2% |
| YTD | +48.8% | -8.5% | +57.3% | +54.0% |
| 1Y | +64.1% | +3.3% | +60.8% | +71.2% |
| All | +64.1% | -4.3% | +68.4% | +71.2% |
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