+46.0%
AFRM vs AHR
+394.2%
-348.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -7.7% | +10.2% | -17.9% | -10.1% |
| 3M | -16.9% | +8.3% | -25.2% | -18.8% |
| 6M | +2.5% | +13.0% | -10.6% | -1.7% |
| YTD | -12.5% | +24.6% | -37.2% | -20.3% |
| 1Y | -11.0% | +22.2% | -33.3% | -18.3% |
| All | +46.0% | +394.2% | -348.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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