-29.3%
AFRM vs CNH
+11.1%
-40.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -4.2% |
| 7D | -7.3% | -1.7% | -5.6% | -6.1% |
| 30D | -9.6% | -7.2% | -2.3% | -5.4% |
| 3M | -11.1% | +6.5% | -17.6% | -18.9% |
| 6M | +3.9% | +7.9% | -4.0% | -8.7% |
| YTD | -8.5% | +26.6% | -35.1% | -32.9% |
| 1Y | +3.3% | +13.8% | -10.5% | -17.5% |
| 3Y | +213.7% | +9.2% | +204.5% | +147.3% |
| 5Y | -58.5% | -15.6% | -42.9% | -57.9% |
| All | -29.3% | +11.1% | -40.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling