-20.9%
AFRM vs CNH
+11.5%
-32.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.7% | -5.8% |
| 7D | -7.0% | +23.3% | -30.2% | -21.8% |
| 30D | -7.8% | +33.5% | -41.3% | -28.1% |
| 3M | +5.3% | +32.7% | -27.4% | -18.8% |
| 6M | +42.6% | +22.2% | +20.5% | +14.2% |
| YTD | -2.8% | +57.7% | -60.5% | -40.1% |
| 1Y | -19.3% | +28.0% | -47.3% | -39.8% |
| 3Y | +231.0% | +11.5% | +219.4% | +172.3% |
| All | -20.9% | +11.5% | -32.4% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling