-31.6%
AFRM vs BAH
+5.4%
-36.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | -8.4% | +0.5% | -8.8% | -8.5% |
| 30D | -18.3% | +18.2% | -36.5% | -21.6% |
| 3M | -12.7% | +13.1% | -25.8% | -15.4% |
| 6M | +3.0% | +15.2% | -12.2% | -1.1% |
| YTD | -11.4% | +6.0% | -17.4% | -13.7% |
| 1Y | -13.3% | +3.1% | -16.4% | -15.4% |
| 3Y | +194.0% | -26.2% | +220.2% | +196.9% |
| 5Y | -50.6% | +9.3% | -59.9% | -58.7% |
| All | -31.6% | +5.4% | -36.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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