-58.3%
AFRM vs CNH
-14.7%
-43.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -4.3% |
| 7D | -7.3% | -1.7% | -5.6% | -6.0% |
| 30D | -9.6% | -7.2% | -2.3% | -5.1% |
| 3M | -11.1% | +6.5% | -17.6% | -19.7% |
| 6M | +3.9% | +7.9% | -4.0% | -10.0% |
| YTD | -8.5% | +26.6% | -35.1% | -35.4% |
| 1Y | +3.3% | +13.8% | -10.5% | -19.8% |
| 3Y | +213.7% | +9.2% | +204.5% | +134.4% |
| All | -58.3% | -14.7% | -43.6% | -58.2% |
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