+112.8%
FCX vs AFRM
-27.4%
+140.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -2.8% |
| 7D | -2.4% | -8.4% | +6.0% | -1.1% |
| 30D | -18.0% | -18.3% | +0.3% | -15.5% |
| 3M | -14.3% | -12.7% | -1.6% | -12.8% |
| 6M | -1.7% | +3.0% | -4.8% | -2.7% |
| YTD | +19.8% | -11.4% | +31.2% | +20.3% |
| 1Y | +48.6% | -13.3% | +62.0% | +49.4% |
| 3Y | +85.8% | +194.0% | -108.2% | +49.0% |
| 5Y | +72.2% | -50.6% | +122.8% | +43.4% |
| All | +112.8% | -27.4% | +140.3% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling