+27.8%
COP vs AFRM
+196.4%
-168.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.9% |
| 7D | -6.1% | -8.4% | +2.3% | -5.9% |
| 30D | +1.1% | -18.3% | +19.4% | +1.7% |
| 3M | +10.9% | -12.7% | +23.6% | +11.2% |
| 6M | +20.8% | +3.0% | +17.7% | +19.6% |
| YTD | +48.0% | -11.4% | +59.4% | +47.9% |
| 1Y | +58.5% | -13.3% | +71.8% | +58.4% |
| All | +27.8% | +196.4% | -168.6% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling