+220.9%
AFRM vs ALHC
+25.6%
+195.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -7.1% | -0.7% | -6.9% |
| 7D | -6.9% | -6.2% | -0.7% | -6.2% |
| 30D | -7.0% | -9.7% | +2.7% | -6.1% |
| 3M | -11.2% | -44.7% | +33.5% | -5.2% |
| 6M | +4.3% | -58.7% | +63.0% | +14.3% |
| YTD | -6.4% | -61.7% | +55.3% | +2.6% |
| 1Y | -2.6% | -55.7% | +53.1% | +3.8% |
| All | +220.9% | +25.6% | +195.3% | +198.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling