+3.8%
AFRM vs ALHC
-28.9%
+32.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.0% | -0.6% | -6.4% | -6.8% |
| 30D | -7.8% | -1.0% | -6.8% | -7.9% |
| 3M | +5.3% | -10.2% | +15.5% | +4.1% |
| 6M | +42.6% | -28.3% | +70.9% | +49.2% |
| YTD | -2.8% | -31.4% | +28.6% | +2.3% |
| 1Y | -19.3% | -16.9% | -2.4% | -22.4% |
| 3Y | +231.0% | +135.5% | +95.5% | +48.6% |
| 5Y | -22.2% | -33.6% | +11.4% | -46.2% |
| All | +3.8% | -28.9% | +32.7% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling