-2.3%
AFRM vs ALHC
-61.5%
+59.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.2% |
| 7D | -7.3% | +1.0% | -8.3% | -7.7% |
| 30D | -9.6% | -14.2% | +4.6% | -5.7% |
| 3M | -11.1% | -45.1% | +34.1% | +6.1% |
| 6M | +3.9% | -59.5% | +63.4% | +31.0% |
| YTD | -8.5% | -62.8% | +54.3% | +16.0% |
| 1Y | +3.3% | -55.5% | +58.7% | +20.6% |
| 3Y | +213.7% | +25.7% | +188.0% | +78.0% |
| 5Y | -58.5% | -66.8% | +8.3% | -64.4% |
| All | -2.3% | -61.5% | +59.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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