+55.4%
FCX vs AFRM
-56.8%
+112.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -0.3% | -4.4% | +4.1% | +0.5% |
| 30D | -14.7% | -7.7% | -7.1% | -13.6% |
| 3M | -11.2% | -16.9% | +5.7% | -8.7% |
| 6M | -11.4% | +2.5% | -13.9% | -12.3% |
| YTD | +17.7% | -12.5% | +30.2% | +18.5% |
| 1Y | +47.5% | -11.0% | +58.5% | +47.7% |
| 3Y | +83.9% | +184.6% | -100.7% | +43.4% |
| All | +55.4% | -56.8% | +112.1% | +34.3% |
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