-10.6%
AFRM vs FHN
+11.9%
-22.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.8% |
| 7D | -7.5% | -0.5% | -7.1% | -7.0% |
| 30D | -15.7% | +1.9% | -17.6% | -16.8% |
| 3M | -9.6% | -6.9% | -2.7% | -4.8% |
| 6M | +6.3% | -3.1% | +9.3% | +7.6% |
| YTD | -8.6% | +0.6% | -9.2% | -11.5% |
| All | -10.6% | +11.9% | -22.5% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling