-2.7%
AFRM vs ALHC
-59.6%
+56.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -10.3% | -5.5% | -4.7% | -8.5% |
| 30D | -13.7% | -4.9% | -8.8% | -12.6% |
| 3M | -11.6% | -41.7% | +30.2% | +3.5% |
| 6M | +2.1% | -55.2% | +57.3% | +23.9% |
| YTD | -8.9% | -61.1% | +52.2% | +13.5% |
| 1Y | -9.7% | -53.3% | +43.6% | +3.7% |
| 3Y | +202.5% | +28.2% | +174.3% | +72.6% |
| 5Y | -55.3% | -65.8% | +10.5% | -62.3% |
| All | -2.7% | -59.6% | +56.9% | -26.6% |
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