+114.3%
FCX vs AFRM
-23.1%
+137.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +0.7% |
| 7D | -4.9% | -7.0% | +2.1% | -3.8% |
| 30D | +4.8% | -7.8% | +12.6% | +6.0% |
| 3M | +4.6% | +5.3% | -0.7% | +3.4% |
| 6M | +10.8% | +42.6% | -31.8% | +4.1% |
| YTD | +44.2% | -2.8% | +47.0% | +43.0% |
| 1Y | +59.6% | -19.3% | +78.9% | +61.7% |
| 3Y | +82.2% | +231.0% | -148.7% | +38.8% |
| All | +114.3% | -23.1% | +137.4% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling