-56.0%
AFRM vs ALHC
-66.2%
+10.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -4.4% | +0.3% | -4.7% | -4.6% |
| 30D | -7.7% | -10.6% | +2.9% | -4.3% |
| 3M | -16.9% | -45.3% | +28.5% | +0.6% |
| 6M | +2.5% | -59.7% | +62.2% | +31.5% |
| YTD | -12.5% | -62.7% | +50.2% | +12.0% |
| 1Y | -11.0% | -56.1% | +45.1% | +5.1% |
| 3Y | +184.6% | +21.3% | +163.3% | +50.9% |
| All | -56.0% | -66.2% | +10.2% | -63.6% |
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 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