-24.9%
AFRM vs BAH
-12.2%
-12.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 6M | +42.6% | -5.7% | +48.3% | +43.4% |
| YTD | -2.8% | -11.7% | +8.9% | -0.9% |
| 1Y | -19.3% | -27.4% | +8.1% | -14.1% |
| 3Y | +231.0% | -32.5% | +263.5% | +237.2% |
| 5Y | -22.2% | -3.3% | -18.9% | -32.1% |
| All | -24.9% | -12.2% | -12.7% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling