-20.9%
AFRM vs BAH
-3.4%
-17.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.3% |
| 7D | -7.0% | -3.2% | -3.7% | -6.3% |
| 30D | -7.8% | +2.0% | -9.8% | -8.3% |
| 3M | +5.3% | -7.6% | +12.9% | +7.1% |
| 6M | +42.6% | -5.7% | +48.3% | +43.4% |
| YTD | -2.8% | -11.7% | +8.9% | -0.8% |
| 1Y | -19.3% | -27.4% | +8.1% | -13.7% |
| 3Y | +231.0% | -32.5% | +263.5% | +232.5% |
| All | -20.9% | -3.4% | -17.5% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling