-27.7%
AFRM vs BAH
+7.7%
-35.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.2% | -9.0% | -8.1% |
| 7D | -6.9% | +6.0% | -13.0% | -8.3% |
| 30D | -7.0% | +31.1% | -38.1% | -12.8% |
| 3M | -11.2% | +25.2% | -36.4% | -16.0% |
| 6M | +4.3% | +18.9% | -14.6% | -0.7% |
| YTD | -6.4% | +8.3% | -14.7% | -9.3% |
| 1Y | -2.6% | +6.2% | -8.8% | -5.5% |
| 3Y | +210.6% | -22.8% | +233.3% | +208.9% |
| 5Y | -57.6% | +13.6% | -71.2% | -64.7% |
| All | -27.7% | +7.7% | -35.4% | -38.0% |
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 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