+173.7%
AFRM vs BAH
-26.0%
+199.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -7.5% | -1.5% | -6.0% | -7.3% |
| 30D | -15.7% | +17.3% | -33.0% | -18.0% |
| 3M | -9.6% | +14.9% | -24.5% | -11.8% |
| 6M | +6.3% | +14.2% | -8.0% | +3.6% |
| YTD | -8.6% | +5.1% | -13.7% | -9.9% |
| 1Y | -7.6% | +2.1% | -9.7% | -8.9% |
| 3Y | +173.7% | -26.0% | +199.6% | +166.1% |
| All | +173.7% | -26.0% | +199.6% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling