+109.7%
FCX vs AFRM
-25.1%
+134.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +3.0% |
| 7D | -4.9% | -7.3% | +2.4% | -3.8% |
| 30D | -17.1% | -9.6% | -7.6% | -15.9% |
| 3M | -12.7% | -11.1% | -1.6% | -11.5% |
| 6M | -2.0% | +3.9% | -5.8% | -3.1% |
| YTD | +18.1% | -8.5% | +26.6% | +18.0% |
| 1Y | +55.2% | +3.3% | +51.9% | +51.9% |
| 3Y | +74.3% | +213.7% | -139.4% | +38.2% |
| 5Y | +71.9% | -58.5% | +130.4% | +44.0% |
| All | +109.7% | -25.1% | +134.8% | +67.1% |
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