+184.6%
AFRM vs CNH
+29.5%
+155.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -4.4% | +3.0% | -7.4% | -6.2% |
| 30D | -7.7% | -0.6% | -7.1% | -7.8% |
| 3M | -16.9% | +14.6% | -31.5% | -25.7% |
| 6M | +2.5% | +11.8% | -9.3% | -9.0% |
| YTD | -12.5% | +30.4% | -42.9% | -34.0% |
| 1Y | -11.0% | +19.1% | -30.1% | -27.8% |
| 3Y | +184.6% | +30.2% | +154.4% | +65.0% |
| All | +184.6% | +29.5% | +155.1% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling