-56.9%
AFRM vs ALHC
-62.5%
+5.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.2% |
| 7D | -7.5% | +3.9% | -11.4% | -8.9% |
| 30D | -15.7% | -3.6% | -12.1% | -15.0% |
| 3M | -9.6% | -49.4% | +39.8% | +12.5% |
| 6M | +6.3% | -59.5% | +65.7% | +35.3% |
| YTD | -8.6% | -63.2% | +54.6% | +17.5% |
| 1Y | -7.6% | -55.5% | +47.9% | +8.3% |
| 3Y | +173.7% | +23.0% | +150.6% | +44.4% |
| 5Y | -56.9% | -65.7% | +8.8% | -68.2% |
| All | -56.9% | -62.5% | +5.7% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling