-29.4%
AFRM vs FHN
+88.5%
-117.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.6% |
| 7D | -7.5% | -0.5% | -7.1% | -7.1% |
| 30D | -15.7% | +1.9% | -17.6% | -16.7% |
| 3M | -9.6% | -6.9% | -2.7% | -5.1% |
| 6M | +6.3% | -3.1% | +9.3% | +8.4% |
| YTD | -8.6% | +0.6% | -9.2% | -9.1% |
| 1Y | -7.6% | +12.4% | -20.0% | -14.8% |
| 3Y | +173.7% | +133.7% | +39.9% | +77.3% |
| 5Y | -56.9% | +61.4% | -118.2% | -66.3% |
| All | -29.4% | +88.5% | -117.9% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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