-29.4%
AFRM vs CNH
+23.2%
-52.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -11.0% | -7.6% |
| 7D | -7.5% | +8.6% | -16.1% | -13.2% |
| 30D | -15.7% | +12.6% | -28.3% | -23.1% |
| 3M | -9.6% | +17.5% | -27.1% | -23.4% |
| 6M | +6.3% | +18.1% | -11.8% | -12.7% |
| YTD | -8.6% | +40.4% | -49.0% | -38.0% |
| 1Y | -7.6% | +34.0% | -41.6% | -34.7% |
| 3Y | +173.7% | +35.3% | +138.4% | +82.4% |
| 5Y | -56.9% | -5.1% | -51.8% | -59.6% |
| All | -29.4% | +23.2% | -52.6% | -41.1% |
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