+249.3%
COP vs AFRM
-20.4%
+269.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -1.0% |
| 7D | +3.0% | -7.0% | +10.0% | +3.3% |
| 30D | +17.5% | -7.8% | +25.3% | +17.8% |
| 3M | +13.4% | +5.3% | +8.0% | +12.7% |
| 6M | +17.7% | +42.6% | -24.9% | +14.7% |
| YTD | +46.6% | -2.8% | +49.4% | +45.7% |
| 1Y | +44.6% | -19.3% | +63.9% | +44.8% |
| 3Y | +20.7% | +231.0% | -210.3% | +8.0% |
| 5Y | +185.0% | -22.2% | +207.3% | +152.2% |
| All | +249.3% | -20.4% | +269.7% | +203.1% |
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