+213.7%
AFRM vs BAH
-26.3%
+240.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.5% |
| 7D | -7.3% | -3.5% | -3.7% | -6.8% |
| 30D | -9.6% | +24.3% | -33.8% | -12.8% |
| 3M | -11.1% | +16.3% | -27.4% | -13.4% |
| 6M | +3.9% | +13.6% | -9.7% | +1.4% |
| YTD | -8.5% | +3.5% | -12.0% | -9.5% |
| 1Y | +3.3% | +2.7% | +0.6% | +1.8% |
| 3Y | +213.7% | -26.6% | +240.3% | +210.7% |
| All | +213.7% | -26.3% | +240.0% | +210.7% |
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