+3.4%
AFRM vs ALHC
-29.3%
+32.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +3.1% | -1.0% | +4.0% | +3.4% |
| 30D | -4.2% | -6.3% | +2.1% | -2.3% |
| 3M | +10.1% | -12.3% | +22.4% | +9.9% |
| 6M | +39.4% | -27.0% | +66.4% | +44.8% |
| YTD | -3.2% | -31.8% | +28.7% | +2.1% |
| 1Y | -16.1% | -17.0% | +0.9% | -19.3% |
| 3Y | +220.8% | +159.8% | +60.9% | +35.7% |
| 5Y | -17.7% | -25.1% | +7.5% | -43.8% |
| All | +3.4% | -29.3% | +32.7% | -34.0% |
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